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 | 3.64% | 0.58 CHF | 0.59 CHF | 114'000 | 114'000 | 49'706 | 49'706 | 26'824 CHF | 27'585 CHF | 99.90% | 99.90% |
19.11.2024 | 4.35% | 0.39 CHF | 0.40 CHF | 118'000 | 118'000 | 51'739 | 51'739 | 20'675 CHF | 21'453 CHF | 99.85% | 99.85% |
18.11.2024 | 3.30% | 0.38 CHF | 0.39 CHF | 118'000 | 118'000 | 50'950 | 50'950 | 24'101 CHF | 24'862 CHF | 97.65% | 97.65% |
15.11.2024 | 2.10% | 0.64 CHF | 0.65 CHF | 112'000 | 112'000 | 47'281 | 47'281 | 37'392 CHF | 38'099 CHF | 99.58% | 99.58% |
14.11.2024 | 1.53% | 1.07 CHF | 1.08 CHF | 105'000 | 105'000 | 46'839 | 46'839 | 52'334 CHF | 53'041 CHF | 100.00% | 100.00% |
13.11.2024 | 1.48% | 1.24 CHF | 1.25 CHF | 103'000 | 103'000 | 46'301 | 46'301 | 56'871 CHF | 57'573 CHF | 100.00% | 100.00% |
12.11.2024 | 1.40% | 1.19 CHF | 1.20 CHF | 104'000 | 104'000 | 46'392 | 46'392 | 58'252 CHF | 58'955 CHF | 99.77% | 99.77% |
11.11.2024 | 1.37% | 1.39 CHF | 1.40 CHF | 102'000 | 102'000 | 45'816 | 45'816 | 61'319 CHF | 62'014 CHF | 99.90% | 99.90% |
08.11.2024 | 2.90% | 1.27 CHF | 1.28 CHF | 104'000 | 104'000 | 47'776 | 47'776 | 53'392 CHF | 54'503 CHF | 98.89% | 98.89% |
07.11.2024 | 3.57% | 0.96 CHF | 0.97 CHF | 109'000 | 109'000 | 49'027 | 49'027 | 43'418 CHF | 44'564 CHF | 99.90% | 99.90% |