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 | 1.50% | 1.37 CHF | 1.38 CHF | 66'000 | 66'000 | 28'981 | 28'981 | 43'251 CHF | 43'774 CHF | 99.57% | 99.57% |
19.11.2024 | 1.70% | 1.55 CHF | 1.56 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 41'466 CHF | 41'990 CHF | 99.22% | 99.22% |
18.11.2024 | 1.45% | 1.27 CHF | 1.28 CHF | 68'000 | 68'000 | 30'453 | 30'453 | 38'031 CHF | 38'495 CHF | 99.90% | 99.90% |
15.11.2024 | 1.74% | 1.17 CHF | 1.18 CHF | 68'000 | 68'000 | 27'872 | 27'872 | 33'778 CHF | 34'232 CHF | 91.62% | 91.62% |
14.11.2024 | 1.10% | 1.86 CHF | 1.88 CHF | 60'000 | 60'000 | 26'351 | 26'351 | 48'768 CHF | 49'284 CHF | 99.72% | 99.72% |
13.11.2024 | 0.99% | 1.76 CHF | 1.77 CHF | 60'000 | 60'000 | 28'225 | 28'225 | 45'818 CHF | 46'185 CHF | 99.93% | 99.93% |
12.11.2024 | 0.96% | 1.57 CHF | 1.58 CHF | 64'000 | 64'000 | 28'406 | 28'406 | 45'573 CHF | 45'941 CHF | 99.92% | 99.92% |
11.11.2024 | 1.03% | 1.64 CHF | 1.65 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 43'462 CHF | 43'819 CHF | 99.90% | 99.90% |
08.11.2024 | 0.88% | 1.86 CHF | 1.87 CHF | 60'000 | 60'000 | 27'949 | 27'949 | 49'999 CHF | 50'361 CHF | 97.41% | 97.41% |
07.11.2024 | 1.00% | 1.57 CHF | 1.58 CHF | 64'000 | 64'000 | 28'570 | 28'570 | 44'901 CHF | 45'272 CHF | 100.00% | 100.00% |