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 | 1.64% | 1.25 CHF | 1.26 CHF | 66'000 | 66'000 | 28'980 | 28'980 | 39'617 CHF | 40'139 CHF | 99.57% | 99.57% |
19.11.2024 | 1.87% | 1.43 CHF | 1.44 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 37'866 CHF | 38'390 CHF | 99.23% | 99.23% |
18.11.2024 | 1.61% | 1.14 CHF | 1.15 CHF | 68'000 | 68'000 | 30'453 | 30'453 | 34'208 CHF | 34'671 CHF | 99.90% | 99.90% |
15.11.2024 | 1.93% | 1.05 CHF | 1.06 CHF | 68'000 | 68'000 | 27'872 | 27'872 | 30'289 CHF | 30'743 CHF | 91.62% | 91.62% |
14.11.2024 | 1.18% | 1.74 CHF | 1.76 CHF | 60'000 | 60'000 | 26'351 | 26'351 | 45'468 CHF | 45'984 CHF | 99.72% | 99.72% |
13.11.2024 | 1.08% | 1.63 CHF | 1.64 CHF | 60'000 | 60'000 | 28'223 | 28'223 | 42'281 CHF | 42'648 CHF | 99.93% | 99.93% |
12.11.2024 | 1.04% | 1.45 CHF | 1.46 CHF | 64'000 | 64'000 | 28'415 | 28'415 | 42'098 CHF | 42'467 CHF | 99.86% | 99.86% |
11.11.2024 | 1.11% | 1.51 CHF | 1.52 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 40'270 CHF | 40'626 CHF | 99.90% | 99.90% |
08.11.2024 | 0.94% | 1.73 CHF | 1.74 CHF | 60'000 | 60'000 | 27'949 | 27'949 | 46'550 CHF | 46'912 CHF | 97.43% | 97.43% |
07.11.2024 | 1.09% | 1.45 CHF | 1.46 CHF | 64'000 | 64'000 | 28'569 | 28'569 | 41'378 CHF | 41'749 CHF | 100.00% | 100.00% |