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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 1.62% | 1.81 CHF | 1.84 CHF | 35'700 | 35'700 | 36'155 | 36'155 | 66'272 CHF | 67'357 CHF | 99.87% | 99.87% |
25.11.2024 | 1.68% | 1.82 CHF | 1.85 CHF | 36'300 | 36'300 | 40'629 | 40'629 | 71'795 CHF | 73'014 CHF | 100.00% | 100.00% |
22.11.2024 | 1.83% | 1.65 CHF | 1.68 CHF | 42'000 | 42'000 | 43'146 | 43'146 | 69'996 CHF | 71'291 CHF | 100.00% | 100.00% |
20.11.2024 | 1.91% | 1.61 CHF | 1.64 CHF | 44'600 | 44'600 | 44'066 | 44'066 | 68'719 CHF | 70'041 CHF | 99.44% | 99.44% |
19.11.2024 | 1.80% | 1.51 CHF | 1.54 CHF | 43'900 | 43'900 | 37'578 | 37'578 | 62'112 CHF | 63'239 CHF | 98.77% | 98.77% |
18.11.2024 | 1.91% | 1.76 CHF | 1.79 CHF | 35'700 | 35'700 | 30'168 | 30'168 | 58'583 CHF | 59'707 CHF | 98.77% | 98.77% |
15.11.2024 | 2.21% | 2.12 CHF | 2.16 CHF | 28'500 | 28'500 | 25'314 | 25'314 | 53'889 CHF | 55'086 CHF | 100.00% | 100.00% |
14.11.2024 | 1.70% | 2.45 CHF | 2.50 CHF | 24'300 | 24'300 | 26'705 | 26'705 | 65'831 CHF | 66'954 CHF | 100.00% | 100.00% |
13.11.2024 | 1.75% | 2.32 CHF | 2.36 CHF | 27'400 | 27'400 | 29'693 | 29'693 | 67'225 CHF | 68'413 CHF | 100.00% | 100.00% |
12.11.2024 | 1.85% | 2.29 CHF | 2.33 CHF | 30'400 | 30'400 | 33'317 | 33'317 | 71'262 CHF | 72'594 CHF | 99.80% | 99.80% |