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 | 0.61% | 1.69 CHF | 1.70 CHF | 124'000 | 124'000 | 55'092 | 55'092 | 91'876 CHF | 92'428 CHF | 99.90% | 99.90% |
19.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 122'000 | 122'000 | 53'231 | 53'231 | 86'687 CHF | 87'220 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 1.63 CHF | 1.64 CHF | 122'000 | 122'000 | 53'569 | 53'569 | 84'467 CHF | 85'161 CHF | 99.90% | 99.90% |
15.11.2024 | 1.00% | 1.55 CHF | 1.56 CHF | 118'000 | 118'000 | 47'069 | 47'069 | 72'530 CHF | 73'098 CHF | 99.45% | 99.45% |
14.11.2024 | 1.00% | 1.54 CHF | 1.55 CHF | 118'000 | 118'000 | 53'081 | 53'081 | 81'891 CHF | 82'581 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 1.53 CHF | 1.54 CHF | 118'000 | 118'000 | 53'084 | 53'084 | 80'842 CHF | 81'532 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 1.53 CHF | 1.54 CHF | 118'000 | 118'000 | 53'101 | 53'101 | 81'138 CHF | 81'828 CHF | 99.85% | 99.85% |
11.11.2024 | 1.00% | 1.52 CHF | 1.53 CHF | 118'000 | 118'000 | 52'928 | 52'928 | 80'937 CHF | 81'626 CHF | 99.57% | 99.57% |
08.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 120'000 | 120'000 | 54'262 | 54'262 | 83'637 CHF | 84'180 CHF | 99.18% | 99.18% |
07.11.2024 | 0.74% | 1.54 CHF | 1.55 CHF | 120'000 | 120'000 | 52'350 | 52'350 | 80'553 CHF | 81'103 CHF | 99.90% | 99.90% |