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 | 1.95% | 0.50 CHF | 0.51 CHF | 80'000 | 80'000 | 36'575 | 36'575 | 18'919 CHF | 19'286 CHF | 99.34% | 99.34% |
19.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 82'000 | 82'000 | 36'855 | 36'855 | 21'273 CHF | 21'643 CHF | 100.00% | 100.00% |
18.11.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 82'000 | 82'000 | 36'831 | 36'831 | 22'528 CHF | 22'897 CHF | 99.78% | 99.78% |
15.11.2024 | 1.77% | 0.59 CHF | 0.60 CHF | 82'000 | 82'000 | 36'816 | 36'816 | 21'147 CHF | 21'516 CHF | 99.90% | 99.90% |
14.11.2024 | 1.92% | 0.58 CHF | 0.59 CHF | 82'000 | 82'000 | 36'165 | 36'165 | 19'788 CHF | 20'150 CHF | 98.49% | 98.49% |
13.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 81'000 | 81'000 | 36'665 | 36'665 | 19'136 CHF | 19'503 CHF | 100.00% | 100.00% |
12.11.2024 | 2.01% | 0.53 CHF | 0.54 CHF | 81'000 | 81'000 | 36'560 | 36'560 | 18'529 CHF | 18'895 CHF | 99.88% | 99.88% |
11.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 80'000 | 80'000 | 35'641 | 35'641 | 17'041 CHF | 17'399 CHF | 99.90% | 99.90% |
08.11.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 80'000 | 80'000 | 36'546 | 36'546 | 17'371 CHF | 17'737 CHF | 99.05% | 99.05% |
07.11.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 17'535 CHF | 17'894 CHF | 99.90% | 99.90% |