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 | 1.49% | 1.24 CHF | 1.25 CHF | 128'000 | 128'000 | 57'247 | 57'247 | 69'433 CHF | 70'301 CHF | 99.90% | 99.90% |
19.11.2024 | 1.48% | 1.23 CHF | 1.24 CHF | 128'000 | 128'000 | 57'406 | 57'406 | 69'109 CHF | 69'978 CHF | 99.90% | 99.90% |
18.11.2024 | 1.48% | 1.24 CHF | 1.25 CHF | 128'000 | 128'000 | 57'244 | 57'244 | 69'652 CHF | 70'520 CHF | 99.90% | 99.90% |
15.11.2024 | 1.30% | 1.30 CHF | 1.31 CHF | 126'000 | 126'000 | 55'507 | 55'507 | 74'708 CHF | 75'547 CHF | 100.00% | 100.00% |
14.11.2024 | 1.25% | 1.40 CHF | 1.41 CHF | 122'000 | 122'000 | 54'458 | 54'458 | 76'900 CHF | 77'724 CHF | 100.00% | 100.00% |
13.11.2024 | 1.21% | 1.43 CHF | 1.44 CHF | 122'000 | 122'000 | 53'789 | 53'789 | 79'030 CHF | 79'842 CHF | 100.00% | 100.00% |
12.11.2024 | 1.10% | 1.59 CHF | 1.60 CHF | 118'000 | 118'000 | 52'498 | 52'498 | 84'412 CHF | 85'206 CHF | 99.93% | 99.93% |
11.11.2024 | 1.12% | 1.67 CHF | 1.68 CHF | 116'000 | 116'000 | 52'680 | 52'680 | 85'515 CHF | 86'316 CHF | 100.00% | 100.00% |
08.11.2024 | 1.11% | 1.55 CHF | 1.56 CHF | 120'000 | 120'000 | 53'491 | 53'491 | 85'328 CHF | 86'138 CHF | 98.94% | 98.94% |
07.11.2024 | 2.13% | 1.59 CHF | 1.60 CHF | 118'000 | 118'000 | 39'348 | 39'348 | 60'217 CHF | 60'956 CHF | 99.98% | 99.98% |