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 | 0.60% | 1.64 CHF | 1.65 CHF | 30'000 | 30'000 | 29'780 | 29'780 | 49'903 CHF | 50'201 CHF | 99.24% | 99.24% |
19.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 30'000 | 30'000 | 29'574 | 29'574 | 47'882 CHF | 48'179 CHF | 99.62% | 99.62% |
18.11.2024 | 0.69% | 1.53 CHF | 1.54 CHF | 30'000 | 30'000 | 29'988 | 29'988 | 43'106 CHF | 43'406 CHF | 99.88% | 99.88% |
15.11.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 30'000 | 30'000 | 29'924 | 29'924 | 36'674 CHF | 36'973 CHF | 99.84% | 99.84% |
14.11.2024 | 0.93% | 1.20 CHF | 1.21 CHF | 30'000 | 30'000 | 29'928 | 29'928 | 32'267 CHF | 32'567 CHF | 98.25% | 98.25% |
13.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 30'000 | 30'000 | 29'931 | 29'931 | 34'885 CHF | 35'185 CHF | 99.94% | 99.94% |
12.11.2024 | 0.82% | 1.11 CHF | 1.12 CHF | 30'000 | 30'000 | 29'925 | 29'925 | 36'368 CHF | 36'668 CHF | 99.76% | 99.76% |
11.11.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 30'000 | 30'000 | 29'802 | 29'802 | 41'575 CHF | 41'874 CHF | 99.62% | 99.62% |
08.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 30'000 | 30'000 | 29'986 | 29'986 | 29'099 CHF | 29'399 CHF | 98.01% | 98.01% |
07.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 49'998 | 49'998 | 54'015 CHF | 54'515 CHF | 99.82% | 99.82% |