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 | 2.43% | 0.73 CHF | 0.74 CHF | 58'000 | 58'000 | 26'297 | 26'297 | 19'219 CHF | 19'619 CHF | 99.37% | 99.37% |
19.11.2024 | 2.44% | 0.73 CHF | 0.74 CHF | 58'000 | 58'000 | 26'256 | 26'256 | 19'134 CHF | 19'534 CHF | 100.00% | 100.00% |
18.11.2024 | 2.16% | 0.79 CHF | 0.80 CHF | 57'000 | 57'000 | 25'888 | 25'888 | 21'020 CHF | 21'413 CHF | 99.87% | 99.87% |
15.11.2024 | 2.31% | 0.82 CHF | 0.83 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 20'343 CHF | 20'741 CHF | 99.72% | 99.72% |
14.11.2024 | 2.06% | 0.85 CHF | 0.86 CHF | 57'000 | 57'000 | 25'345 | 25'345 | 22'036 CHF | 22'419 CHF | 98.61% | 98.61% |
13.11.2024 | 2.13% | 0.91 CHF | 0.92 CHF | 56'000 | 56'000 | 25'776 | 25'776 | 22'067 CHF | 22'459 CHF | 100.00% | 100.00% |
12.11.2024 | 1.98% | 0.84 CHF | 0.85 CHF | 57'000 | 57'000 | 25'590 | 25'590 | 22'679 CHF | 23'067 CHF | 99.88% | 99.88% |
11.11.2024 | 2.10% | 0.90 CHF | 0.91 CHF | 57'000 | 57'000 | 25'419 | 25'419 | 22'585 CHF | 22'974 CHF | 99.76% | 99.76% |
08.11.2024 | 2.37% | 0.83 CHF | 0.84 CHF | 58'000 | 58'000 | 26'550 | 26'550 | 20'269 CHF | 20'671 CHF | 98.52% | 98.52% |
07.11.2024 | 2.10% | 0.76 CHF | 0.77 CHF | 59'000 | 59'000 | 26'260 | 26'260 | 21'718 CHF | 22'117 CHF | 100.00% | 100.00% |