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 | 1.08% | 1.70 CHF | 1.71 CHF | 128'000 | 128'000 | 57'247 | 57'247 | 95'711 CHF | 96'579 CHF | 99.90% | 99.90% |
19.11.2024 | 1.08% | 1.68 CHF | 1.69 CHF | 128'000 | 128'000 | 57'407 | 57'407 | 95'359 CHF | 96'227 CHF | 99.89% | 99.89% |
18.11.2024 | 1.07% | 1.70 CHF | 1.71 CHF | 128'000 | 128'000 | 57'244 | 57'244 | 95'919 CHF | 96'786 CHF | 99.90% | 99.90% |
15.11.2024 | 0.98% | 1.75 CHF | 1.76 CHF | 126'000 | 126'000 | 55'510 | 55'510 | 100'235 CHF | 101'073 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 1.86 CHF | 1.87 CHF | 122'000 | 122'000 | 54'457 | 54'457 | 101'905 CHF | 102'729 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 1.89 CHF | 1.90 CHF | 122'000 | 122'000 | 53'788 | 53'788 | 103'585 CHF | 104'398 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 2.04 CHF | 2.05 CHF | 118'000 | 118'000 | 52'498 | 52'498 | 108'308 CHF | 109'101 CHF | 99.93% | 99.93% |
11.11.2024 | 0.88% | 2.13 CHF | 2.14 CHF | 116'000 | 116'000 | 52'679 | 52'679 | 109'446 CHF | 110'247 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 2.00 CHF | 2.01 CHF | 120'000 | 120'000 | 53'489 | 53'489 | 109'449 CHF | 110'258 CHF | 98.94% | 98.94% |
07.11.2024 | 1.63% | 2.04 CHF | 2.05 CHF | 118'000 | 118'000 | 39'350 | 39'350 | 77'941 CHF | 78'680 CHF | 99.98% | 99.98% |