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 | 0.97% | 1.01 CHF | 1.02 CHF | 65'000 | 65'000 | 35'756 | 35'756 | 37'207 CHF | 37'566 CHF | 99.90% | 99.90% |
19.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 65'000 | 65'000 | 35'868 | 35'868 | 38'301 CHF | 38'661 CHF | 98.91% | 98.91% |
18.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 65'000 | 65'000 | 35'736 | 35'736 | 41'313 CHF | 41'672 CHF | 99.58% | 99.58% |
15.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 65'000 | 65'000 | 35'700 | 35'700 | 42'456 CHF | 42'814 CHF | 99.89% | 99.89% |
14.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 65'000 | 65'000 | 36'260 | 36'260 | 44'275 CHF | 44'638 CHF | 98.84% | 98.84% |
13.11.2024 | 0.89% | 1.19 CHF | 1.20 CHF | 65'000 | 65'000 | 35'806 | 35'806 | 41'134 CHF | 41'493 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 65'000 | 65'000 | 33'385 | 33'385 | 38'115 CHF | 38'450 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 1.08 CHF | 1.09 CHF | 65'000 | 65'000 | 35'512 | 35'512 | 35'977 CHF | 36'336 CHF | 99.93% | 99.93% |
08.11.2024 | 2.01% | 0.93 CHF | 0.94 CHF | 65'000 | 65'000 | 24'620 | 24'620 | 22'871 CHF | 23'141 CHF | 100.00% | 100.00% |
07.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60'000 | 60'000 | 28'764 | 28'764 | 26'535 CHF | 26'824 CHF | 98.68% | 98.68% |