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 | 1.29% | 1.54 CHF | 1.55 CHF | 114'000 | 114'000 | 49'705 | 49'705 | 74'155 CHF | 74'916 CHF | 99.90% | 99.90% |
19.11.2024 | 1.34% | 1.32 CHF | 1.33 CHF | 118'000 | 118'000 | 51'741 | 51'741 | 68'662 CHF | 69'440 CHF | 99.85% | 99.85% |
18.11.2024 | 1.19% | 1.31 CHF | 1.32 CHF | 118'000 | 118'000 | 50'950 | 50'950 | 72'175 CHF | 72'936 CHF | 97.65% | 97.65% |
15.11.2024 | 0.98% | 1.61 CHF | 1.62 CHF | 112'000 | 112'000 | 47'280 | 47'280 | 83'370 CHF | 84'077 CHF | 99.58% | 99.58% |
14.11.2024 | 0.84% | 2.04 CHF | 2.05 CHF | 105'000 | 105'000 | 46'841 | 46'841 | 97'895 CHF | 98'602 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 2.21 CHF | 2.22 CHF | 103'000 | 103'000 | 46'303 | 46'303 | 101'625 CHF | 102'327 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 2.15 CHF | 2.16 CHF | 104'000 | 104'000 | 46'392 | 46'392 | 102'995 CHF | 103'698 CHF | 99.77% | 99.77% |
11.11.2024 | 0.79% | 2.35 CHF | 2.36 CHF | 102'000 | 102'000 | 45'813 | 45'813 | 105'378 CHF | 106'073 CHF | 99.90% | 99.90% |
08.11.2024 | 1.54% | 2.23 CHF | 2.24 CHF | 104'000 | 104'000 | 47'771 | 47'771 | 98'939 CHF | 100'050 CHF | 98.91% | 98.91% |
07.11.2024 | 1.70% | 1.91 CHF | 1.92 CHF | 109'000 | 109'000 | 49'026 | 49'026 | 90'231 CHF | 91'376 CHF | 99.90% | 99.90% |