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 | 1.58% | 1.27 CHF | 1.28 CHF | 114'000 | 114'000 | 49'705 | 49'705 | 60'777 CHF | 61'538 CHF | 99.90% | 99.90% |
19.11.2024 | 1.67% | 1.05 CHF | 1.06 CHF | 118'000 | 118'000 | 51'740 | 51'740 | 54'774 CHF | 55'552 CHF | 99.83% | 99.83% |
18.11.2024 | 1.45% | 1.05 CHF | 1.06 CHF | 118'000 | 118'000 | 50'950 | 50'950 | 58'459 CHF | 59'220 CHF | 97.65% | 97.65% |
15.11.2024 | 1.15% | 1.34 CHF | 1.35 CHF | 112'000 | 112'000 | 47'280 | 47'280 | 70'631 CHF | 71'338 CHF | 99.58% | 99.58% |
14.11.2024 | 0.96% | 1.77 CHF | 1.78 CHF | 105'000 | 105'000 | 46'839 | 46'839 | 85'261 CHF | 85'968 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 1.94 CHF | 1.95 CHF | 103'000 | 103'000 | 46'305 | 46'305 | 89'216 CHF | 89'918 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.88 CHF | 1.89 CHF | 104'000 | 104'000 | 46'395 | 46'395 | 90'609 CHF | 91'311 CHF | 99.75% | 99.75% |
11.11.2024 | 0.89% | 2.09 CHF | 2.10 CHF | 102'000 | 102'000 | 45'812 | 45'812 | 93'163 CHF | 93'858 CHF | 99.90% | 99.90% |
08.11.2024 | 1.77% | 1.96 CHF | 1.97 CHF | 104'000 | 104'000 | 47'770 | 47'770 | 86'326 CHF | 87'437 CHF | 98.92% | 98.92% |
07.11.2024 | 1.99% | 1.65 CHF | 1.66 CHF | 109'000 | 109'000 | 49'028 | 49'028 | 77'246 CHF | 78'391 CHF | 99.90% | 99.90% |