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 | 0.82% | 1.28 CHF | 1.29 CHF | 65'000 | 65'000 | 35'755 | 35'755 | 44'741 CHF | 45'099 CHF | 99.90% | 99.90% |
19.11.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 65'000 | 65'000 | 35'867 | 35'867 | 43'643 CHF | 44'003 CHF | 98.91% | 98.91% |
18.11.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 65'000 | 65'000 | 35'735 | 35'735 | 40'752 CHF | 41'111 CHF | 99.58% | 99.58% |
15.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 65'000 | 65'000 | 35'700 | 35'700 | 39'719 CHF | 40'078 CHF | 99.89% | 99.89% |
14.11.2024 | 0.95% | 1.13 CHF | 1.14 CHF | 65'000 | 65'000 | 36'268 | 36'268 | 39'215 CHF | 39'579 CHF | 98.82% | 98.82% |
13.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 65'000 | 65'000 | 35'804 | 35'804 | 40'836 CHF | 41'195 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 65'000 | 65'000 | 33'382 | 33'382 | 38'197 CHF | 38'532 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 1.20 CHF | 1.21 CHF | 65'000 | 65'000 | 35'511 | 35'511 | 45'092 CHF | 45'451 CHF | 99.93% | 99.93% |
08.11.2024 | 1.43% | 1.34 CHF | 1.35 CHF | 65'000 | 65'000 | 24'622 | 24'622 | 32'957 CHF | 33'227 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.37 CHF | 1.38 CHF | 60'000 | 60'000 | 28'764 | 28'764 | 38'795 CHF | 39'084 CHF | 98.68% | 98.68% |