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 | 1.56% | 1.32 CHF | 1.33 CHF | 66'000 | 66'000 | 28'980 | 28'980 | 41'745 CHF | 42'267 CHF | 99.57% | 99.57% |
19.11.2024 | 1.76% | 1.50 CHF | 1.51 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 40'015 CHF | 40'539 CHF | 99.22% | 99.22% |
18.11.2024 | 1.51% | 1.22 CHF | 1.23 CHF | 68'000 | 68'000 | 30'451 | 30'451 | 36'528 CHF | 36'992 CHF | 99.90% | 99.90% |
15.11.2024 | 1.81% | 1.12 CHF | 1.13 CHF | 68'000 | 68'000 | 27'873 | 27'873 | 32'414 CHF | 32'868 CHF | 91.62% | 91.62% |
14.11.2024 | 1.13% | 1.81 CHF | 1.83 CHF | 60'000 | 60'000 | 26'351 | 26'351 | 47'338 CHF | 47'854 CHF | 99.72% | 99.72% |
13.11.2024 | 1.02% | 1.70 CHF | 1.71 CHF | 60'000 | 60'000 | 28'224 | 28'224 | 44'350 CHF | 44'717 CHF | 99.93% | 99.93% |
12.11.2024 | 0.99% | 1.52 CHF | 1.53 CHF | 64'000 | 64'000 | 28'405 | 28'405 | 44'122 CHF | 44'491 CHF | 99.90% | 99.90% |
11.11.2024 | 1.06% | 1.59 CHF | 1.60 CHF | 62'000 | 62'000 | 25'769 | 25'769 | 42'122 CHF | 42'479 CHF | 99.90% | 99.90% |
08.11.2024 | 0.90% | 1.80 CHF | 1.81 CHF | 60'000 | 60'000 | 27'960 | 27'960 | 48'540 CHF | 48'902 CHF | 97.40% | 97.40% |
07.11.2024 | 1.03% | 1.52 CHF | 1.53 CHF | 64'000 | 64'000 | 28'569 | 28'569 | 43'427 CHF | 43'797 CHF | 100.00% | 100.00% |