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 | 1.19% | 1.55 CHF | 1.56 CHF | 128'000 | 128'000 | 57'249 | 57'249 | 87'145 CHF | 88'012 CHF | 99.90% | 99.90% |
19.11.2024 | 1.18% | 1.54 CHF | 1.55 CHF | 128'000 | 128'000 | 57'407 | 57'407 | 86'818 CHF | 87'687 CHF | 99.87% | 99.87% |
18.11.2024 | 1.18% | 1.55 CHF | 1.56 CHF | 128'000 | 128'000 | 57'245 | 57'245 | 87'383 CHF | 88'250 CHF | 99.90% | 99.90% |
15.11.2024 | 1.06% | 1.60 CHF | 1.61 CHF | 126'000 | 126'000 | 55'510 | 55'510 | 91'890 CHF | 92'729 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 1.71 CHF | 1.72 CHF | 122'000 | 122'000 | 54'461 | 54'461 | 93'726 CHF | 94'549 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 1.74 CHF | 1.75 CHF | 122'000 | 122'000 | 53'789 | 53'789 | 95'514 CHF | 96'326 CHF | 100.00% | 100.00% |
12.11.2024 | 0.93% | 1.89 CHF | 1.90 CHF | 118'000 | 118'000 | 52'508 | 52'508 | 100'388 CHF | 101'181 CHF | 99.89% | 99.89% |
11.11.2024 | 0.94% | 1.98 CHF | 1.99 CHF | 116'000 | 116'000 | 52'677 | 52'677 | 101'542 CHF | 102'343 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 1.85 CHF | 1.86 CHF | 120'000 | 120'000 | 53'498 | 53'498 | 101'495 CHF | 102'304 CHF | 98.89% | 98.89% |
07.11.2024 | 1.77% | 1.89 CHF | 1.90 CHF | 118'000 | 118'000 | 39'349 | 39'349 | 72'105 CHF | 72'844 CHF | 99.98% | 99.98% |