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 | 1.92% | 1.26 CHF | 1.27 CHF | 109'400 | 109'400 | 48'795 | 48'795 | 59'453 CHF | 60'336 CHF | 99.90% | 99.90% |
19.11.2024 | 1.91% | 1.24 CHF | 1.25 CHF | 106'700 | 106'700 | 47'741 | 47'741 | 57'664 CHF | 58'525 CHF | 99.85% | 99.85% |
18.11.2024 | 1.91% | 1.25 CHF | 1.26 CHF | 106'800 | 106'800 | 47'625 | 47'625 | 58'215 CHF | 59'076 CHF | 99.90% | 99.90% |
15.11.2024 | 1.60% | 1.33 CHF | 1.34 CHF | 91'900 | 91'900 | 40'327 | 40'327 | 56'646 CHF | 57'372 CHF | 100.00% | 100.00% |
14.11.2024 | 1.52% | 1.49 CHF | 1.50 CHF | 87'400 | 87'400 | 38'954 | 38'954 | 58'448 CHF | 59'150 CHF | 100.00% | 100.00% |
13.11.2024 | 1.44% | 1.54 CHF | 1.55 CHF | 82'500 | 82'500 | 36'403 | 36'403 | 57'962 CHF | 58'619 CHF | 100.00% | 100.00% |
12.11.2024 | 1.67% | 1.79 CHF | 1.80 CHF | 73'000 | 73'000 | 32'385 | 32'385 | 59'028 CHF | 59'776 CHF | 99.88% | 99.88% |
11.11.2024 | 1.72% | 1.94 CHF | 1.95 CHF | 72'600 | 72'600 | 32'729 | 32'729 | 60'612 CHF | 61'374 CHF | 100.00% | 100.00% |
08.11.2024 | 1.67% | 1.74 CHF | 1.75 CHF | 72'000 | 72'000 | 31'845 | 31'845 | 57'683 CHF | 58'417 CHF | 98.90% | 98.90% |
07.11.2024 | 2.73% | 1.82 CHF | 1.83 CHF | 84'200 | 84'200 | 27'834 | 27'834 | 48'270 CHF | 48'930 CHF | 99.83% | 99.83% |