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 | 1.85% | 1.09 CHF | 1.10 CHF | 114'000 | 114'000 | 49'702 | 49'702 | 52'040 CHF | 52'801 CHF | 99.89% | 99.89% |
19.11.2024 | 2.00% | 0.88 CHF | 0.89 CHF | 118'000 | 118'000 | 51'738 | 51'738 | 45'708 CHF | 46'486 CHF | 99.87% | 99.87% |
18.11.2024 | 1.69% | 0.87 CHF | 0.88 CHF | 118'000 | 118'000 | 50'950 | 50'950 | 49'470 CHF | 50'230 CHF | 97.65% | 97.65% |
15.11.2024 | 1.30% | 1.16 CHF | 1.17 CHF | 112'000 | 112'000 | 47'281 | 47'281 | 62'275 CHF | 62'983 CHF | 99.58% | 99.58% |
14.11.2024 | 1.06% | 1.59 CHF | 1.60 CHF | 105'000 | 105'000 | 46'839 | 46'839 | 76'976 CHF | 77'683 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 1.77 CHF | 1.78 CHF | 103'000 | 103'000 | 46'303 | 46'303 | 81'083 CHF | 81'785 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 1.71 CHF | 1.72 CHF | 104'000 | 104'000 | 46'388 | 46'388 | 82'443 CHF | 83'146 CHF | 99.79% | 99.79% |
11.11.2024 | 0.98% | 1.91 CHF | 1.92 CHF | 102'000 | 102'000 | 45'811 | 45'811 | 85'156 CHF | 85'851 CHF | 99.89% | 99.89% |
08.11.2024 | 1.96% | 1.79 CHF | 1.80 CHF | 104'000 | 104'000 | 47'768 | 47'768 | 78'026 CHF | 79'137 CHF | 98.93% | 98.93% |
07.11.2024 | 2.24% | 1.48 CHF | 1.49 CHF | 109'000 | 109'000 | 49'026 | 49'026 | 68'753 CHF | 69'898 CHF | 99.90% | 99.90% |