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 | 1.88% | 0.55 CHF | 0.56 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 48'996 CHF | 49'927 CHF | 100.00% | 100.00% |
19.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 93'000 | 93'000 | 93'519 | 93'519 | 50'825 CHF | 51'760 CHF | 100.00% | 100.00% |
18.11.2024 | 1.94% | 0.48 CHF | 0.49 CHF | 92'000 | 92'000 | 92'630 | 92'630 | 47'297 CHF | 48'223 CHF | 100.00% | 100.00% |
15.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 48'995 CHF | 49'921 CHF | 100.00% | 100.00% |
14.11.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 93'000 | 93'000 | 93'649 | 93'649 | 53'764 CHF | 54'701 CHF | 99.33% | 99.33% |
13.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 96'000 | 96'000 | 95'676 | 95'676 | 65'866 CHF | 66'823 CHF | 100.00% | 100.00% |
12.11.2024 | 1.60% | 0.71 CHF | 0.72 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 58'950 CHF | 59'896 CHF | 100.00% | 100.00% |
11.11.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 51'657 CHF | 52'587 CHF | 99.93% | 99.93% |
08.11.2024 | 1.81% | 0.59 CHF | 0.60 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 50'894 CHF | 51'823 CHF | 100.00% | 100.00% |
07.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 45'249 CHF | 46'163 CHF | 100.00% | 100.00% |