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 | 0.71% | 1.46 CHF | 1.47 CHF | 124'000 | 124'000 | 55'095 | 55'095 | 79'222 CHF | 79'774 CHF | 99.90% | 99.90% |
19.11.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 122'000 | 122'000 | 53'230 | 53'230 | 74'505 CHF | 75'039 CHF | 100.00% | 100.00% |
18.11.2024 | 1.17% | 1.40 CHF | 1.41 CHF | 122'000 | 122'000 | 53'572 | 53'572 | 72'174 CHF | 72'868 CHF | 99.90% | 99.90% |
15.11.2024 | 1.18% | 1.32 CHF | 1.33 CHF | 118'000 | 118'000 | 47'071 | 47'071 | 61'706 CHF | 62'275 CHF | 99.45% | 99.45% |
14.11.2024 | 1.18% | 1.31 CHF | 1.32 CHF | 118'000 | 118'000 | 53'078 | 53'078 | 69'682 CHF | 70'371 CHF | 100.00% | 100.00% |
13.11.2024 | 1.19% | 1.30 CHF | 1.31 CHF | 118'000 | 118'000 | 53'082 | 53'082 | 68'739 CHF | 69'428 CHF | 100.00% | 100.00% |
12.11.2024 | 1.18% | 1.30 CHF | 1.31 CHF | 118'000 | 118'000 | 53'099 | 53'099 | 68'987 CHF | 69'677 CHF | 99.86% | 99.86% |
11.11.2024 | 1.18% | 1.29 CHF | 1.30 CHF | 118'000 | 118'000 | 52'924 | 52'924 | 68'811 CHF | 69'500 CHF | 99.60% | 99.60% |
08.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 120'000 | 120'000 | 54'071 | 54'071 | 71'100 CHF | 71'641 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 1.31 CHF | 1.32 CHF | 120'000 | 120'000 | 52'350 | 52'350 | 68'723 CHF | 69'273 CHF | 99.90% | 99.90% |