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 | 1.39% | 1.33 CHF | 1.34 CHF | 128'000 | 128'000 | 57'247 | 57'247 | 74'325 CHF | 75'192 CHF | 99.90% | 99.90% |
19.11.2024 | 1.38% | 1.31 CHF | 1.32 CHF | 128'000 | 128'000 | 57'407 | 57'407 | 74'030 CHF | 74'899 CHF | 99.87% | 99.87% |
18.11.2024 | 1.38% | 1.32 CHF | 1.33 CHF | 128'000 | 128'000 | 57'244 | 57'244 | 74'538 CHF | 75'405 CHF | 99.90% | 99.90% |
15.11.2024 | 1.23% | 1.38 CHF | 1.39 CHF | 126'000 | 126'000 | 55'511 | 55'511 | 79'404 CHF | 80'243 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 1.49 CHF | 1.50 CHF | 122'000 | 122'000 | 54'457 | 54'457 | 81'509 CHF | 82'332 CHF | 100.00% | 100.00% |
13.11.2024 | 1.14% | 1.52 CHF | 1.53 CHF | 122'000 | 122'000 | 53'788 | 53'788 | 83'533 CHF | 84'345 CHF | 100.00% | 100.00% |
12.11.2024 | 1.05% | 1.67 CHF | 1.68 CHF | 118'000 | 118'000 | 52'506 | 52'506 | 88'699 CHF | 89'492 CHF | 99.89% | 99.89% |
11.11.2024 | 1.07% | 1.75 CHF | 1.76 CHF | 116'000 | 116'000 | 52'680 | 52'680 | 89'827 CHF | 90'628 CHF | 100.00% | 100.00% |
08.11.2024 | 1.06% | 1.63 CHF | 1.64 CHF | 120'000 | 120'000 | 53'497 | 53'497 | 89'700 CHF | 90'509 CHF | 98.93% | 98.93% |
07.11.2024 | 2.02% | 1.67 CHF | 1.68 CHF | 118'000 | 118'000 | 39'349 | 39'349 | 63'417 CHF | 64'156 CHF | 99.98% | 99.98% |