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 | 2.77% | 0.75 CHF | 0.76 CHF | 114'000 | 114'000 | 49'704 | 49'704 | 35'131 CHF | 35'892 CHF | 99.90% | 99.90% |
19.11.2024 | 3.16% | 0.55 CHF | 0.56 CHF | 118'000 | 118'000 | 51'727 | 51'727 | 28'753 CHF | 29'531 CHF | 99.88% | 99.88% |
18.11.2024 | 2.50% | 0.54 CHF | 0.55 CHF | 118'000 | 118'000 | 50'950 | 50'950 | 32'469 CHF | 33'230 CHF | 97.65% | 97.65% |
15.11.2024 | 1.72% | 0.82 CHF | 0.83 CHF | 112'000 | 112'000 | 47'280 | 47'280 | 46'160 CHF | 46'867 CHF | 99.58% | 99.58% |
14.11.2024 | 1.32% | 1.25 CHF | 1.26 CHF | 105'000 | 105'000 | 46'860 | 46'860 | 61'036 CHF | 61'743 CHF | 100.00% | 100.00% |
13.11.2024 | 1.28% | 1.43 CHF | 1.44 CHF | 103'000 | 103'000 | 46'303 | 46'303 | 65'391 CHF | 66'092 CHF | 100.00% | 100.00% |
12.11.2024 | 1.23% | 1.37 CHF | 1.38 CHF | 104'000 | 104'000 | 46'386 | 46'386 | 66'750 CHF | 67'453 CHF | 99.80% | 99.80% |
11.11.2024 | 1.20% | 1.57 CHF | 1.58 CHF | 102'000 | 102'000 | 45'814 | 45'814 | 69'697 CHF | 70'392 CHF | 99.89% | 99.89% |
08.11.2024 | 2.48% | 1.46 CHF | 1.47 CHF | 104'000 | 104'000 | 47'772 | 47'772 | 62'044 CHF | 63'155 CHF | 98.91% | 98.91% |
07.11.2024 | 2.95% | 1.14 CHF | 1.15 CHF | 109'000 | 109'000 | 49'026 | 49'026 | 52'313 CHF | 53'459 CHF | 99.90% | 99.90% |