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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.11.2024 | 9.49% | 0.18 CHF | 0.20 CHF | 30'290 | 30'290 | 29'929 | 29'929 | 6'095 CHF | 6'694 CHF | 100.00% | 100.00% |
06.11.2024 | 7.07% | 0.14 CHF | 0.17 CHF | 30'360 | 30'280 | 29'439 | 29'439 | 8'593 CHF | 9'183 CHF | 91.42% | 100.00% |
05.11.2024 | 5.54% | 0.32 CHF | 0.34 CHF | 29'750 | 29'750 | 29'254 | 29'254 | 10'400 CHF | 10'986 CHF | 100.00% | 100.00% |
04.11.2024 | 4.44% | 0.42 CHF | 0.44 CHF | 29'290 | 29'290 | 28'958 | 28'958 | 12'892 CHF | 13'472 CHF | 100.00% | 100.00% |
01.11.2024 | 4.53% | 0.48 CHF | 0.50 CHF | 29'240 | 29'240 | 29'064 | 29'064 | 12'743 CHF | 13'325 CHF | 100.00% | 100.00% |
31.10.2024 | 5.41% | 0.37 CHF | 0.39 CHF | 29'480 | 29'480 | 29'235 | 29'235 | 10'681 CHF | 11'266 CHF | 100.00% | 100.00% |
30.10.2024 | 4.31% | 0.46 CHF | 0.48 CHF | 29'190 | 29'190 | 28'887 | 28'887 | 13'296 CHF | 13'874 CHF | 100.00% | 100.00% |
29.10.2024 | 3.30% | 0.54 CHF | 0.56 CHF | 28'840 | 28'840 | 28'316 | 28'316 | 17'096 CHF | 17'663 CHF | 100.00% | 100.00% |
28.10.2024 | 3.03% | 0.65 CHF | 0.67 CHF | 28'420 | 28'420 | 28'134 | 28'134 | 18'520 CHF | 19'083 CHF | 100.00% | 100.00% |
25.10.2024 | 3.00% | 0.66 CHF | 0.68 CHF | 28'420 | 28'420 | 28'161 | 28'161 | 18'686 CHF | 19'250 CHF | 100.00% | 100.00% |