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 | 1.30% | 1.30 CHF | 1.31 CHF | 62'000 | 62'000 | 27'929 | 27'929 | 37'859 CHF | 38'283 CHF | 99.90% | 99.90% |
19.11.2024 | 1.24% | 1.39 CHF | 1.40 CHF | 61'000 | 61'000 | 26'906 | 26'906 | 38'238 CHF | 38'644 CHF | 100.00% | 100.00% |
18.11.2024 | 1.44% | 1.43 CHF | 1.44 CHF | 61'000 | 61'000 | 26'817 | 26'817 | 41'430 CHF | 41'914 CHF | 99.90% | 99.90% |
15.11.2024 | 1.42% | 1.62 CHF | 1.63 CHF | 59'000 | 59'000 | 23'479 | 23'479 | 38'320 CHF | 38'709 CHF | 99.45% | 99.45% |
14.11.2024 | 1.42% | 1.62 CHF | 1.63 CHF | 59'000 | 59'000 | 26'539 | 26'539 | 43'252 CHF | 43'734 CHF | 100.00% | 100.00% |
13.11.2024 | 1.42% | 1.63 CHF | 1.64 CHF | 59'000 | 59'000 | 26'540 | 26'540 | 43'574 CHF | 44'055 CHF | 100.00% | 100.00% |
12.11.2024 | 1.44% | 1.63 CHF | 1.64 CHF | 59'000 | 59'000 | 26'543 | 26'543 | 43'167 CHF | 43'648 CHF | 99.85% | 99.85% |
11.11.2024 | 1.46% | 1.63 CHF | 1.64 CHF | 59'000 | 59'000 | 26'463 | 26'463 | 42'716 CHF | 43'196 CHF | 99.55% | 99.55% |
08.11.2024 | 1.16% | 1.59 CHF | 1.60 CHF | 60'000 | 60'000 | 27'397 | 27'397 | 42'723 CHF | 43'139 CHF | 99.15% | 99.15% |
07.11.2024 | 1.22% | 1.57 CHF | 1.58 CHF | 60'000 | 60'000 | 26'094 | 26'094 | 40'996 CHF | 41'401 CHF | 99.90% | 99.90% |