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 | 1.25% | 1.56 CHF | 1.58 CHF | 33'900 | 33'900 | 33'404 | 33'404 | 53'588 CHF | 54'256 CHF | 100.00% | 100.00% |
19.11.2024 | 1.28% | 1.57 CHF | 1.59 CHF | 33'900 | 33'900 | 33'564 | 33'564 | 52'728 CHF | 53'400 CHF | 98.93% | 98.93% |
18.11.2024 | 1.21% | 1.68 CHF | 1.70 CHF | 33'400 | 33'400 | 33'209 | 33'209 | 54'950 CHF | 55'614 CHF | 100.00% | 100.00% |
15.11.2024 | 1.18% | 1.64 CHF | 1.66 CHF | 33'600 | 33'600 | 33'470 | 33'470 | 56'229 CHF | 56'899 CHF | 72.20% | 72.20% |
14.11.2024 | 1.25% | 1.67 CHF | 1.69 CHF | 33'500 | 33'500 | 33'503 | 33'503 | 53'926 CHF | 54'597 CHF | 100.00% | 100.00% |
13.11.2024 | 1.34% | 1.53 CHF | 1.55 CHF | 34'200 | 34'200 | 34'125 | 34'125 | 51'286 CHF | 51'969 CHF | 99.31% | 99.31% |
12.11.2024 | 1.31% | 1.44 CHF | 1.46 CHF | 34'800 | 34'800 | 33'905 | 33'905 | 52'106 CHF | 52'785 CHF | 100.00% | 100.00% |
11.11.2024 | 1.19% | 1.68 CHF | 1.70 CHF | 33'500 | 33'500 | 33'101 | 33'101 | 55'902 CHF | 56'565 CHF | 100.00% | 100.00% |
08.11.2024 | 1.17% | 1.64 CHF | 1.66 CHF | 33'700 | 33'700 | 33'029 | 33'029 | 56'727 CHF | 57'388 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 2.03 CHF | 2.05 CHF | 31'800 | 31'800 | 31'539 | 31'539 | 63'971 CHF | 64'603 CHF | 100.00% | 100.00% |