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 | 1.76% | 1.15 CHF | 1.16 CHF | 66'000 | 66'000 | 28'981 | 28'981 | 36'802 CHF | 37'325 CHF | 99.57% | 99.57% |
19.11.2024 | 2.02% | 1.33 CHF | 1.34 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 35'099 CHF | 35'623 CHF | 99.22% | 99.22% |
18.11.2024 | 1.76% | 1.05 CHF | 1.06 CHF | 68'000 | 68'000 | 30'453 | 30'453 | 31'280 CHF | 31'744 CHF | 99.90% | 99.90% |
15.11.2024 | 2.10% | 0.95 CHF | 0.96 CHF | 68'000 | 68'000 | 27'873 | 27'873 | 27'594 CHF | 28'047 CHF | 91.62% | 91.62% |
14.11.2024 | 1.25% | 1.64 CHF | 1.66 CHF | 60'000 | 60'000 | 26'337 | 26'337 | 42'894 CHF | 43'410 CHF | 99.72% | 99.72% |
13.11.2024 | 1.15% | 1.54 CHF | 1.55 CHF | 60'000 | 60'000 | 28'223 | 28'223 | 39'587 CHF | 39'954 CHF | 99.93% | 99.93% |
12.11.2024 | 1.11% | 1.35 CHF | 1.36 CHF | 64'000 | 64'000 | 28'405 | 28'405 | 39'318 CHF | 39'687 CHF | 99.92% | 99.92% |
11.11.2024 | 1.18% | 1.42 CHF | 1.43 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 37'795 CHF | 38'152 CHF | 99.90% | 99.90% |
08.11.2024 | 1.00% | 1.64 CHF | 1.65 CHF | 60'000 | 60'000 | 27'951 | 27'951 | 43'906 CHF | 44'268 CHF | 97.41% | 97.41% |
07.11.2024 | 1.16% | 1.35 CHF | 1.36 CHF | 64'000 | 64'000 | 28'540 | 28'540 | 38'632 CHF | 39'001 CHF | 100.00% | 100.00% |