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 | 1.29% | 1.55 CHF | 1.57 CHF | 64'700 | 60'750 | 63'775 | 60'183 | 99'550 CHF | 95'156 CHF | 100.00% | 100.00% |
19.11.2024 | 1.31% | 1.54 CHF | 1.56 CHF | 65'200 | 60'750 | 64'563 | 60'178 | 99'139 CHF | 93'612 CHF | 98.87% | 98.87% |
18.11.2024 | 1.24% | 1.60 CHF | 1.62 CHF | 63'000 | 60'750 | 61'677 | 60'184 | 99'596 CHF | 98'400 CHF | 100.00% | 100.00% |
15.11.2024 | 1.16% | 1.66 CHF | 1.68 CHF | 60'400 | 60'400 | 58'699 | 58'699 | 100'555 CHF | 101'729 CHF | 72.03% | 72.03% |
14.11.2024 | 1.11% | 1.80 CHF | 1.82 CHF | 55'900 | 55'900 | 55'004 | 55'004 | 99'473 CHF | 100'574 CHF | 100.00% | 100.00% |
13.11.2024 | 1.11% | 1.84 CHF | 1.86 CHF | 54'600 | 54'600 | 54'942 | 54'942 | 99'473 CHF | 100'573 CHF | 94.06% | 94.06% |
12.11.2024 | 1.07% | 1.88 CHF | 1.90 CHF | 53'500 | 53'500 | 52'743 | 52'743 | 99'424 CHF | 100'479 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 1.94 CHF | 1.96 CHF | 51'800 | 51'800 | 51'065 | 51'065 | 99'384 CHF | 100'406 CHF | 100.00% | 100.00% |
08.11.2024 | 1.07% | 1.90 CHF | 1.92 CHF | 52'700 | 52'700 | 53'057 | 53'057 | 99'403 CHF | 100'465 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 1.85 CHF | 1.87 CHF | 54'200 | 54'200 | 54'670 | 54'670 | 99'592 CHF | 100'687 CHF | 100.00% | 100.00% |