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 | 1.35% | 1.12 CHF | 1.13 CHF | 139'100 | 139'100 | 48'228 | 48'228 | 54'478 CHF | 55'070 CHF | 99.09% | 99.09% |
19.11.2024 | 1.33% | 1.11 CHF | 1.12 CHF | 135'600 | 135'600 | 46'656 | 46'656 | 52'588 CHF | 53'157 CHF | 99.38% | 99.38% |
18.11.2024 | 1.37% | 1.18 CHF | 1.19 CHF | 139'800 | 139'800 | 48'087 | 48'087 | 54'480 CHF | 55'070 CHF | 99.90% | 99.90% |
15.11.2024 | 2.49% | 1.20 CHF | 1.21 CHF | 97'200 | 97'200 | 27'051 | 27'051 | 33'184 CHF | 33'611 CHF | 99.25% | 99.25% |
14.11.2024 | 1.01% | 1.81 CHF | 1.82 CHF | 92'000 | 92'000 | 31'263 | 31'263 | 56'201 CHF | 56'626 CHF | 99.89% | 99.89% |
13.11.2024 | 1.01% | 1.68 CHF | 1.69 CHF | 88'600 | 88'600 | 30'341 | 30'341 | 52'640 CHF | 53'054 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 1.82 CHF | 1.83 CHF | 83'400 | 83'400 | 28'514 | 28'514 | 53'753 CHF | 54'141 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 1.95 CHF | 1.96 CHF | 78'700 | 78'700 | 26'959 | 26'959 | 52'976 CHF | 53'343 CHF | 99.93% | 99.93% |
08.11.2024 | 0.98% | 2.12 CHF | 2.13 CHF | 74'000 | 74'000 | 25'517 | 25'517 | 53'564 CHF | 53'940 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 2.03 CHF | 2.04 CHF | 83'800 | 83'800 | 28'951 | 28'951 | 58'015 CHF | 58'411 CHF | 100.00% | 100.00% |