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 | 0.88% | 1.10 CHF | 1.11 CHF | 44'800 | 44'800 | 44'640 | 44'640 | 50'774 CHF | 51'220 CHF | 99.43% | 99.43% |
19.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 43'000 | 43'000 | 43'000 | 43'000 | 44'908 CHF | 45'338 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 44'900 | 44'900 | 44'985 | 44'985 | 48'120 CHF | 48'570 CHF | 99.88% | 99.88% |
15.11.2024 | 1.04% | 1.02 CHF | 1.03 CHF | 44'200 | 44'200 | 44'599 | 44'599 | 42'685 CHF | 43'131 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 1.08 CHF | 1.09 CHF | 42'400 | 42'400 | 43'012 | 43'012 | 41'406 CHF | 41'836 CHF | 98.55% | 98.55% |
13.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 46'800 | 46'800 | 46'828 | 46'828 | 50'926 CHF | 51'395 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 0.97 CHF | 0.98 CHF | 40'800 | 40'800 | 40'475 | 40'475 | 42'450 CHF | 42'855 CHF | 99.88% | 99.88% |
11.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 39'900 | 39'900 | 39'853 | 39'853 | 47'369 CHF | 47'768 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 39'000 | 39'000 | 38'994 | 38'994 | 45'179 CHF | 45'569 CHF | 98.30% | 98.30% |
07.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 38'400 | 38'400 | 38'307 | 38'307 | 47'934 CHF | 48'317 CHF | 100.00% | 100.00% |