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 | 1.36% | 0.79 CHF | 0.80 CHF | 65'000 | 65'000 | 35'755 | 35'755 | 27'087 CHF | 27'446 CHF | 99.90% | 99.90% |
19.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 65'000 | 65'000 | 35'864 | 35'864 | 25'985 CHF | 26'345 CHF | 98.91% | 98.91% |
18.11.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 65'000 | 65'000 | 35'735 | 35'735 | 23'078 CHF | 23'437 CHF | 99.58% | 99.58% |
15.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 65'000 | 65'000 | 35'700 | 35'700 | 22'061 CHF | 22'419 CHF | 99.89% | 99.89% |
14.11.2024 | 1.77% | 0.63 CHF | 0.64 CHF | 65'000 | 65'000 | 36'266 | 36'266 | 21'234 CHF | 21'598 CHF | 98.87% | 98.87% |
13.11.2024 | 1.55% | 0.61 CHF | 0.62 CHF | 65'000 | 65'000 | 35'804 | 35'804 | 23'208 CHF | 23'567 CHF | 100.00% | 100.00% |
12.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 65'000 | 65'000 | 32'821 | 32'821 | 21'485 CHF | 21'815 CHF | 98.24% | 98.24% |
11.11.2024 | 1.30% | 0.71 CHF | 0.72 CHF | 65'000 | 65'000 | 35'523 | 35'523 | 27'698 CHF | 28'056 CHF | 99.93% | 99.93% |
08.11.2024 | 2.24% | 0.86 CHF | 0.87 CHF | 65'000 | 65'000 | 24'624 | 24'624 | 21'022 CHF | 21'292 CHF | 100.00% | 100.00% |
07.11.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 60'000 | 60'000 | 28'761 | 28'761 | 24'837 CHF | 25'126 CHF | 98.68% | 98.68% |