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 | 1.50% | 2.07 CHF | 2.08 CHF | 36'600 | 36'600 | 16'119 | 16'119 | 33'239 CHF | 33'609 CHF | 99.89% | 99.89% |
19.11.2024 | 1.41% | 2.17 CHF | 2.18 CHF | 36'200 | 36'200 | 15'812 | 15'812 | 34'454 CHF | 34'815 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 2.23 CHF | 2.24 CHF | 34'500 | 34'500 | 15'421 | 15'421 | 34'720 CHF | 35'079 CHF | 99.86% | 99.86% |
15.11.2024 | 1.41% | 2.31 CHF | 2.32 CHF | 33'500 | 33'500 | 14'972 | 14'972 | 33'511 CHF | 33'857 CHF | 99.27% | 99.27% |
14.11.2024 | 1.32% | 2.37 CHF | 2.38 CHF | 34'300 | 34'300 | 15'379 | 15'379 | 36'249 CHF | 36'605 CHF | 100.00% | 100.00% |
13.11.2024 | 1.44% | 2.27 CHF | 2.28 CHF | 35'000 | 35'000 | 15'434 | 15'434 | 33'845 CHF | 34'198 CHF | 99.62% | 99.62% |
12.11.2024 | 1.10% | 2.22 CHF | 2.23 CHF | 42'200 | 42'200 | 18'624 | 18'624 | 39'890 CHF | 40'224 CHF | 100.00% | 100.00% |
11.11.2024 | 1.27% | 1.97 CHF | 1.98 CHF | 42'800 | 42'800 | 18'281 | 18'281 | 34'120 CHF | 34'448 CHF | 99.90% | 99.90% |
08.11.2024 | 1.40% | 1.83 CHF | 1.84 CHF | 53'800 | 53'800 | 23'110 | 23'110 | 40'219 CHF | 40'633 CHF | 99.16% | 99.16% |
07.11.2024 | 1.46% | 1.54 CHF | 1.55 CHF | 44'000 | 44'000 | 19'612 | 19'612 | 30'654 CHF | 31'008 CHF | 99.90% | 99.90% |