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 | 1.84% | 1.12 CHF | 1.13 CHF | 35'550 | 35'550 | 24'093 | 24'093 | 25'496 CHF | 25'924 CHF | 99.99% | 99.99% |
19.11.2024 | 2.08% | 0.91 CHF | 0.92 CHF | 37'020 | 37'020 | 24'719 | 24'719 | 22'533 CHF | 22'969 CHF | 98.96% | 98.96% |
18.11.2024 | 1.78% | 0.90 CHF | 0.91 CHF | 37'040 | 37'040 | 24'220 | 24'220 | 25'028 CHF | 25'455 CHF | 99.94% | 99.94% |
15.11.2024 | 1.39% | 1.19 CHF | 1.20 CHF | 35'350 | 35'350 | 22'875 | 22'875 | 31'295 CHF | 31'711 CHF | 71.68% | 71.68% |
14.11.2024 | 1.12% | 1.62 CHF | 1.63 CHF | 33'250 | 33'250 | 21'974 | 21'974 | 37'164 CHF | 37'552 CHF | 100.00% | 100.00% |
13.11.2024 | 1.09% | 1.80 CHF | 1.81 CHF | 32'440 | 32'440 | 21'854 | 21'854 | 38'665 CHF | 39'051 CHF | 99.89% | 99.89% |
12.11.2024 | 1.05% | 1.74 CHF | 1.75 CHF | 32'790 | 32'790 | 21'738 | 21'738 | 39'351 CHF | 39'735 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 1.94 CHF | 1.95 CHF | 32'000 | 32'000 | 21'638 | 21'638 | 40'448 CHF | 40'831 CHF | 100.00% | 100.00% |
08.11.2024 | 1.19% | 1.82 CHF | 1.83 CHF | 32'790 | 32'790 | 22'544 | 22'544 | 36'956 CHF | 37'356 CHF | 100.00% | 100.00% |
07.11.2024 | 1.36% | 1.50 CHF | 1.51 CHF | 34'470 | 34'470 | 23'309 | 23'309 | 33'169 CHF | 33'581 CHF | 100.00% | 100.00% |