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 | 1.76% | 2.58 CHF | 2.59 CHF | 65'500 | 65'500 | 28'896 | 28'896 | 73'055 CHF | 73'953 CHF | 99.90% | 99.90% |
19.11.2024 | 1.85% | 2.43 CHF | 2.44 CHF | 69'200 | 69'200 | 30'886 | 30'886 | 73'874 CHF | 74'838 CHF | 99.90% | 99.90% |
18.11.2024 | 1.68% | 2.32 CHF | 2.33 CHF | 73'800 | 73'800 | 32'565 | 32'565 | 75'214 CHF | 76'121 CHF | 97.83% | 97.83% |
15.11.2024 | 1.88% | 2.22 CHF | 2.23 CHF | 83'100 | 83'100 | 33'093 | 33'093 | 67'705 CHF | 68'503 CHF | 99.40% | 99.40% |
14.11.2024 | 1.84% | 1.86 CHF | 1.87 CHF | 81'400 | 81'400 | 37'155 | 37'155 | 73'826 CHF | 74'799 CHF | 100.00% | 100.00% |
13.11.2024 | 1.96% | 1.91 CHF | 1.92 CHF | 89'700 | 89'700 | 39'372 | 39'372 | 73'444 CHF | 74'468 CHF | 100.00% | 100.00% |
12.11.2024 | 1.80% | 1.80 CHF | 1.81 CHF | 97'300 | 97'300 | 43'486 | 43'486 | 75'151 CHF | 76'159 CHF | 99.92% | 99.92% |
11.11.2024 | 1.87% | 1.67 CHF | 1.68 CHF | 97'900 | 97'900 | 43'903 | 43'903 | 72'869 CHF | 73'885 CHF | 99.90% | 99.90% |
08.11.2024 | 1.93% | 1.68 CHF | 1.69 CHF | 103'000 | 103'000 | 45'850 | 45'850 | 74'227 CHF | 75'282 CHF | 98.95% | 98.95% |
07.11.2024 | 1.96% | 1.58 CHF | 1.59 CHF | 101'900 | 101'900 | 45'472 | 45'472 | 71'198 CHF | 72'253 CHF | 100.00% | 100.00% |