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 | 1.10% | 2.04 CHF | 2.05 CHF | 57'100 | 57'100 | 24'005 | 24'005 | 49'886 CHF | 50'317 CHF | 99.91% | 99.91% |
19.11.2024 | 1.09% | 2.06 CHF | 2.07 CHF | 55'600 | 55'600 | 23'228 | 23'228 | 48'887 CHF | 49'303 CHF | 100.00% | 100.00% |
18.11.2024 | 1.10% | 2.15 CHF | 2.16 CHF | 56'400 | 56'400 | 23'350 | 23'350 | 49'568 CHF | 49'980 CHF | 99.32% | 99.32% |
15.11.2024 | 1.12% | 2.08 CHF | 2.09 CHF | 56'500 | 56'500 | 23'817 | 23'817 | 49'560 CHF | 49'988 CHF | 99.64% | 99.64% |
14.11.2024 | 1.08% | 2.11 CHF | 2.12 CHF | 55'900 | 55'900 | 23'000 | 23'000 | 49'174 CHF | 49'580 CHF | 99.96% | 99.96% |
13.11.2024 | 1.06% | 2.15 CHF | 2.16 CHF | 54'700 | 54'700 | 22'176 | 22'176 | 48'399 CHF | 48'787 CHF | 100.00% | 100.00% |
12.11.2024 | 1.04% | 2.15 CHF | 2.16 CHF | 53'300 | 53'300 | 22'359 | 22'359 | 49'654 CHF | 50'055 CHF | 100.00% | 100.00% |
11.11.2024 | 1.10% | 2.21 CHF | 2.22 CHF | 57'100 | 57'100 | 24'036 | 24'036 | 51'378 CHF | 51'808 CHF | 100.00% | 100.00% |
08.11.2024 | 1.72% | 2.09 CHF | 2.10 CHF | 59'000 | 59'000 | 17'024 | 17'024 | 35'160 CHF | 35'397 CHF | 100.00% | 100.00% |
07.11.2024 | 1.07% | 2.07 CHF | 2.08 CHF | 56'100 | 56'100 | 23'524 | 23'524 | 49'983 CHF | 50'404 CHF | 100.00% | 100.00% |