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 | 1.01% | 1.78 CHF | 1.79 CHF | 58'000 | 58'000 | 26'197 | 26'197 | 46'505 CHF | 46'904 CHF | 99.05% | 99.05% |
19.11.2024 | 1.02% | 1.77 CHF | 1.78 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 46'466 CHF | 46'866 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 1.84 CHF | 1.85 CHF | 57'000 | 57'000 | 25'888 | 25'888 | 48'088 CHF | 48'481 CHF | 99.87% | 99.87% |
15.11.2024 | 0.99% | 1.87 CHF | 1.88 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 47'586 CHF | 47'984 CHF | 99.72% | 99.72% |
14.11.2024 | 0.94% | 1.90 CHF | 1.91 CHF | 57'000 | 57'000 | 25'377 | 25'377 | 48'633 CHF | 49'016 CHF | 98.49% | 98.49% |
13.11.2024 | 0.96% | 1.95 CHF | 1.96 CHF | 56'000 | 56'000 | 25'777 | 25'777 | 48'891 CHF | 49'283 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 1.88 CHF | 1.89 CHF | 57'000 | 57'000 | 25'591 | 25'591 | 49'258 CHF | 49'646 CHF | 99.88% | 99.88% |
11.11.2024 | 0.96% | 1.93 CHF | 1.94 CHF | 57'000 | 57'000 | 25'419 | 25'419 | 48'922 CHF | 49'312 CHF | 99.76% | 99.76% |
08.11.2024 | 1.01% | 1.86 CHF | 1.87 CHF | 58'000 | 58'000 | 26'552 | 26'552 | 47'542 CHF | 47'945 CHF | 98.52% | 98.52% |
07.11.2024 | 0.96% | 1.79 CHF | 1.80 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 48'709 CHF | 49'108 CHF | 100.00% | 100.00% |