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 | 1.05% | 1.87 CHF | 1.88 CHF | 114'000 | 114'000 | 49'702 | 49'702 | 90'654 CHF | 91'415 CHF | 99.90% | 99.90% |
19.11.2024 | 1.07% | 1.65 CHF | 1.66 CHF | 118'000 | 118'000 | 51'731 | 51'731 | 85'765 CHF | 86'542 CHF | 99.83% | 99.83% |
18.11.2024 | 0.97% | 1.65 CHF | 1.66 CHF | 118'000 | 118'000 | 50'950 | 50'950 | 89'119 CHF | 89'880 CHF | 97.65% | 97.65% |
15.11.2024 | 0.83% | 1.94 CHF | 1.95 CHF | 112'000 | 112'000 | 47'281 | 47'281 | 99'126 CHF | 99'833 CHF | 99.58% | 99.58% |
14.11.2024 | 0.73% | 2.37 CHF | 2.38 CHF | 105'000 | 105'000 | 46'839 | 46'839 | 113'473 CHF | 114'180 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 2.54 CHF | 2.55 CHF | 103'000 | 103'000 | 46'303 | 46'303 | 116'949 CHF | 117'650 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 2.48 CHF | 2.49 CHF | 104'000 | 104'000 | 46'394 | 46'394 | 118'314 CHF | 119'017 CHF | 99.75% | 99.75% |
11.11.2024 | 0.69% | 2.68 CHF | 2.69 CHF | 102'000 | 102'000 | 45'812 | 45'812 | 120'461 CHF | 121'156 CHF | 99.89% | 99.89% |
08.11.2024 | 1.32% | 2.56 CHF | 2.57 CHF | 104'000 | 104'000 | 47'773 | 47'773 | 114'566 CHF | 115'677 CHF | 98.91% | 98.91% |
07.11.2024 | 1.44% | 2.24 CHF | 2.25 CHF | 109'000 | 109'000 | 49'026 | 49'026 | 106'265 CHF | 107'410 CHF | 99.90% | 99.90% |