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 | 0.95% | 2.06 CHF | 2.07 CHF | 114'000 | 114'000 | 49'706 | 49'706 | 100'190 CHF | 100'952 CHF | 99.90% | 99.90% |
19.11.2024 | 0.96% | 1.84 CHF | 1.85 CHF | 118'000 | 118'000 | 51'740 | 51'740 | 95'652 CHF | 96'430 CHF | 99.87% | 99.87% |
18.11.2024 | 0.88% | 1.84 CHF | 1.85 CHF | 118'000 | 118'000 | 50'950 | 50'950 | 98'896 CHF | 99'657 CHF | 97.65% | 97.65% |
15.11.2024 | 0.76% | 2.13 CHF | 2.14 CHF | 112'000 | 112'000 | 47'280 | 47'280 | 108'188 CHF | 108'895 CHF | 99.58% | 99.58% |
14.11.2024 | 0.67% | 2.56 CHF | 2.57 CHF | 105'000 | 105'000 | 46'841 | 46'841 | 122'467 CHF | 123'174 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 2.73 CHF | 2.74 CHF | 103'000 | 103'000 | 46'303 | 46'303 | 125'783 CHF | 126'485 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 2.67 CHF | 2.68 CHF | 104'000 | 104'000 | 46'388 | 46'388 | 127'134 CHF | 127'836 CHF | 99.79% | 99.79% |
11.11.2024 | 0.64% | 2.87 CHF | 2.88 CHF | 102'000 | 102'000 | 45'813 | 45'813 | 129'169 CHF | 129'864 CHF | 99.90% | 99.90% |
08.11.2024 | 1.22% | 2.74 CHF | 2.75 CHF | 104'000 | 104'000 | 47'775 | 47'775 | 123'570 CHF | 124'681 CHF | 98.89% | 98.89% |
07.11.2024 | 1.33% | 2.43 CHF | 2.44 CHF | 109'000 | 109'000 | 49'028 | 49'028 | 115'512 CHF | 116'657 CHF | 99.90% | 99.90% |