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 | 0.78% | 1.30 CHF | 1.31 CHF | 44'000 | 44'000 | 44'206 | 44'206 | 57'361 CHF | 57'804 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 45'000 | 45'000 | 44'585 | 44'585 | 61'390 CHF | 61'836 CHF | 98.95% | 98.95% |
18.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 45'000 | 45'000 | 44'862 | 44'862 | 61'631 CHF | 62'080 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 1.36 CHF | 1.37 CHF | 45'000 | 45'000 | 43'583 | 43'583 | 50'753 CHF | 51'189 CHF | 71.64% | 71.64% |
14.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 37'963 CHF | 38'376 CHF | 100.00% | 100.00% |
13.11.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 41'000 | 41'000 | 41'565 | 41'565 | 39'786 CHF | 40'202 CHF | 97.71% | 97.71% |
12.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 41'000 | 41'000 | 40'988 | 40'988 | 36'785 CHF | 37'195 CHF | 99.65% | 99.65% |
11.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 42'000 | 42'000 | 41'601 | 41'601 | 38'694 CHF | 39'111 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 42'000 | 42'000 | 42'037 | 42'037 | 42'766 CHF | 43'187 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 42'000 | 42'000 | 42'430 | 42'430 | 44'674 CHF | 45'098 CHF | 100.00% | 100.00% |