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 | 1.15% | 1.53 CHF | 1.54 CHF | 60'200 | 60'200 | 19'944 | 19'944 | 31'352 CHF | 31'623 CHF | 99.90% | 99.90% |
19.11.2024 | 1.94% | 1.65 CHF | 1.66 CHF | 68'500 | 68'500 | 19'846 | 19'846 | 32'384 CHF | 32'707 CHF | 100.00% | 100.00% |
18.11.2024 | 1.75% | 1.56 CHF | 1.57 CHF | 68'400 | 68'400 | 20'860 | 20'860 | 33'110 CHF | 33'367 CHF | 88.25% | 99.60% |
15.11.2024 | 1.16% | 1.54 CHF | 1.55 CHF | 68'900 | 68'900 | 23'898 | 23'898 | 36'833 CHF | 37'160 CHF | 98.94% | 98.94% |
14.11.2024 | 1.26% | 1.48 CHF | 1.49 CHF | 75'300 | 75'300 | 25'916 | 25'916 | 37'485 CHF | 37'839 CHF | 100.00% | 100.00% |
13.11.2024 | 1.32% | 1.39 CHF | 1.40 CHF | 79'800 | 79'800 | 27'454 | 27'454 | 37'616 CHF | 37'992 CHF | 100.00% | 100.00% |
12.11.2024 | 1.58% | 1.30 CHF | 1.31 CHF | 85'500 | 85'500 | 27'272 | 27'272 | 35'371 CHF | 35'686 CHF | 96.78% | 99.91% |
11.11.2024 | 1.38% | 1.23 CHF | 1.24 CHF | 79'200 | 79'200 | 27'423 | 27'423 | 34'687 CHF | 35'064 CHF | 99.89% | 99.89% |
08.11.2024 | 1.28% | 1.32 CHF | 1.33 CHF | 73'600 | 73'600 | 25'843 | 25'843 | 35'156 CHF | 35'511 CHF | 100.00% | 100.00% |
07.11.2024 | 1.21% | 1.44 CHF | 1.45 CHF | 70'200 | 70'200 | 24'304 | 24'304 | 35'574 CHF | 35'907 CHF | 99.90% | 99.90% |