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 | 2.76% | 0.35 CHF | 0.36 CHF | 80'000 | 80'000 | 36'578 | 36'578 | 13'322 CHF | 13'689 CHF | 99.38% | 99.38% |
19.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 82'000 | 82'000 | 36'854 | 36'854 | 15'692 CHF | 16'061 CHF | 100.00% | 100.00% |
18.11.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 82'000 | 82'000 | 36'836 | 36'836 | 16'940 CHF | 17'309 CHF | 99.79% | 99.79% |
15.11.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 82'000 | 82'000 | 36'734 | 36'734 | 15'493 CHF | 15'861 CHF | 99.72% | 99.72% |
14.11.2024 | 2.70% | 0.43 CHF | 0.44 CHF | 82'000 | 82'000 | 36'165 | 36'165 | 14'257 CHF | 14'619 CHF | 98.50% | 98.50% |
13.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 81'000 | 81'000 | 36'666 | 36'666 | 13'588 CHF | 13'955 CHF | 100.00% | 100.00% |
12.11.2024 | 2.87% | 0.38 CHF | 0.39 CHF | 81'000 | 81'000 | 36'561 | 36'561 | 13'014 CHF | 13'381 CHF | 99.88% | 99.88% |
11.11.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 80'000 | 80'000 | 35'641 | 35'641 | 11'675 CHF | 12'032 CHF | 99.90% | 99.90% |
08.11.2024 | 3.07% | 0.30 CHF | 0.31 CHF | 80'000 | 80'000 | 36'547 | 36'547 | 11'903 CHF | 12'269 CHF | 99.04% | 99.04% |
07.11.2024 | 2.99% | 0.36 CHF | 0.37 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 12'168 CHF | 12'528 CHF | 99.90% | 99.90% |