Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 2.99% | 0.57 CHF | 0.58 CHF | 132'000 | 132'000 | 58'467 | 58'467 | 30'774 CHF | 31'534 CHF | 99.38% | 99.38% |
19.11.2024 | 3.02% | 0.51 CHF | 0.52 CHF | 131'000 | 131'000 | 58'564 | 58'564 | 30'020 CHF | 30'780 CHF | 99.98% | 99.98% |
18.11.2024 | 3.04% | 0.50 CHF | 0.51 CHF | 130'000 | 130'000 | 58'231 | 58'231 | 29'565 CHF | 30'322 CHF | 99.83% | 99.83% |
15.11.2024 | 2.96% | 0.50 CHF | 0.51 CHF | 130'000 | 130'000 | 58'084 | 58'084 | 29'689 CHF | 30'445 CHF | 99.97% | 99.97% |
14.11.2024 | 3.09% | 0.51 CHF | 0.52 CHF | 130'000 | 130'000 | 58'302 | 58'302 | 29'209 CHF | 29'969 CHF | 98.65% | 98.65% |
13.11.2024 | 3.55% | 0.50 CHF | 0.51 CHF | 130'000 | 130'000 | 57'796 | 57'796 | 26'534 CHF | 27'283 CHF | 99.36% | 99.36% |
12.11.2024 | 3.57% | 0.42 CHF | 0.43 CHF | 128'000 | 128'000 | 57'697 | 57'697 | 24'609 CHF | 25'358 CHF | 99.88% | 99.88% |
11.11.2024 | 3.45% | 0.41 CHF | 0.42 CHF | 128'000 | 128'000 | 57'756 | 57'756 | 24'538 CHF | 25'290 CHF | 99.40% | 99.40% |
08.11.2024 | 3.02% | 0.46 CHF | 0.47 CHF | 130'000 | 130'000 | 59'123 | 59'123 | 29'026 CHF | 29'793 CHF | 98.92% | 98.92% |
07.11.2024 | 3.10% | 0.52 CHF | 0.53 CHF | 133'000 | 133'000 | 59'056 | 59'056 | 29'456 CHF | 30'221 CHF | 99.94% | 99.94% |