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 | 1.04% | 0.97 CHF | 0.98 CHF | 44'000 | 44'000 | 44'205 | 44'205 | 42'765 CHF | 43'207 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 45'000 | 45'000 | 44'573 | 44'573 | 46'693 CHF | 47'139 CHF | 98.98% | 98.98% |
18.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 45'000 | 45'000 | 44'862 | 44'862 | 46'830 CHF | 47'280 CHF | 100.00% | 100.00% |
15.11.2024 | 1.20% | 1.03 CHF | 1.04 CHF | 45'000 | 45'000 | 43'583 | 43'583 | 36'357 CHF | 36'793 CHF | 71.53% | 71.53% |
14.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 42'000 | 42'000 | 41'307 | 41'307 | 24'336 CHF | 24'750 CHF | 100.00% | 100.00% |
13.11.2024 | 1.60% | 0.58 CHF | 0.59 CHF | 41'000 | 41'000 | 41'568 | 41'568 | 26'088 CHF | 26'504 CHF | 98.55% | 98.55% |
12.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 41'000 | 41'000 | 40'988 | 40'988 | 23'263 CHF | 23'674 CHF | 99.65% | 99.65% |
11.11.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 42'000 | 42'000 | 41'601 | 41'601 | 25'021 CHF | 25'438 CHF | 100.00% | 100.00% |
08.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 42'000 | 42'000 | 42'024 | 42'024 | 28'883 CHF | 29'304 CHF | 100.00% | 100.00% |
07.11.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 42'000 | 42'000 | 42'412 | 42'412 | 30'653 CHF | 31'078 CHF | 100.00% | 100.00% |