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 | 1.78% | 0.86 CHF | 0.87 CHF | 121'500 | 121'500 | 54'117 | 54'117 | 46'859 CHF | 47'562 CHF | 99.39% | 99.39% |
19.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 121'100 | 121'100 | 100'998 | 100'998 | 83'906 CHF | 84'916 CHF | 12.75% | 12.75% |
18.11.2024 | 2.06% | 0.86 CHF | 0.87 CHF | 89'400 | 89'400 | 39'834 | 39'834 | 34'362 CHF | 34'965 CHF | 99.73% | 99.73% |
15.11.2024 | 1.85% | 0.87 CHF | 0.88 CHF | 91'700 | 91'700 | 41'337 | 41'337 | 34'780 CHF | 35'318 CHF | 99.90% | 99.90% |
14.11.2024 | 2.00% | 0.88 CHF | 0.89 CHF | 88'700 | 88'700 | 39'653 | 39'653 | 35'140 CHF | 35'737 CHF | 98.55% | 98.55% |
13.11.2024 | 2.03% | 0.90 CHF | 0.91 CHF | 88'100 | 88'100 | 39'346 | 39'346 | 34'759 CHF | 35'355 CHF | 100.00% | 100.00% |
12.11.2024 | 1.94% | 0.91 CHF | 0.92 CHF | 85'100 | 85'100 | 38'018 | 38'018 | 34'842 CHF | 35'417 CHF | 99.88% | 99.88% |
11.11.2024 | 1.98% | 0.93 CHF | 0.94 CHF | 89'300 | 89'300 | 39'852 | 39'852 | 36'414 CHF | 37'018 CHF | 99.89% | 99.89% |
08.11.2024 | 1.84% | 0.87 CHF | 0.88 CHF | 93'100 | 93'100 | 41'902 | 41'902 | 35'409 CHF | 35'952 CHF | 99.05% | 99.05% |
07.11.2024 | 2.03% | 0.85 CHF | 0.86 CHF | 89'300 | 89'300 | 39'588 | 39'588 | 34'248 CHF | 34'846 CHF | 100.00% | 100.00% |