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 | 0.65% | 1.60 CHF | 1.61 CHF | 124'000 | 124'000 | 55'092 | 55'092 | 86'826 CHF | 87'378 CHF | 99.89% | 99.89% |
19.11.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 122'000 | 122'000 | 53'234 | 53'234 | 81'828 CHF | 82'361 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 1.54 CHF | 1.55 CHF | 122'000 | 122'000 | 53'568 | 53'568 | 79'517 CHF | 80'211 CHF | 99.89% | 99.89% |
15.11.2024 | 1.06% | 1.45 CHF | 1.46 CHF | 118'000 | 118'000 | 47'069 | 47'069 | 68'195 CHF | 68'763 CHF | 99.45% | 99.45% |
14.11.2024 | 1.06% | 1.45 CHF | 1.46 CHF | 118'000 | 118'000 | 53'077 | 53'077 | 76'973 CHF | 77'662 CHF | 100.00% | 100.00% |
13.11.2024 | 1.08% | 1.44 CHF | 1.45 CHF | 118'000 | 118'000 | 53'087 | 53'087 | 75'907 CHF | 76'597 CHF | 100.00% | 100.00% |
12.11.2024 | 1.07% | 1.44 CHF | 1.45 CHF | 118'000 | 118'000 | 53'100 | 53'100 | 76'267 CHF | 76'957 CHF | 99.86% | 99.86% |
11.11.2024 | 1.07% | 1.43 CHF | 1.44 CHF | 118'000 | 118'000 | 52'929 | 52'929 | 76'103 CHF | 76'792 CHF | 99.57% | 99.57% |
08.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 120'000 | 120'000 | 54'256 | 54'256 | 78'710 CHF | 79'253 CHF | 99.19% | 99.19% |
07.11.2024 | 0.78% | 1.45 CHF | 1.46 CHF | 120'000 | 120'000 | 52'351 | 52'351 | 75'799 CHF | 76'348 CHF | 99.90% | 99.90% |