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 | 0.82% | 1.28 CHF | 1.29 CHF | 124'000 | 124'000 | 55'090 | 55'090 | 69'008 CHF | 69'560 CHF | 99.89% | 99.89% |
19.11.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 122'000 | 122'000 | 53'230 | 53'230 | 64'737 CHF | 65'270 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 1.22 CHF | 1.23 CHF | 122'000 | 122'000 | 53'567 | 53'567 | 62'228 CHF | 62'922 CHF | 99.89% | 99.89% |
15.11.2024 | 1.37% | 1.13 CHF | 1.14 CHF | 118'000 | 118'000 | 47'068 | 47'068 | 53'022 CHF | 53'590 CHF | 99.45% | 99.45% |
14.11.2024 | 1.37% | 1.13 CHF | 1.14 CHF | 118'000 | 118'000 | 53'077 | 53'077 | 59'875 CHF | 60'565 CHF | 100.00% | 100.00% |
13.11.2024 | 1.39% | 1.12 CHF | 1.13 CHF | 118'000 | 118'000 | 53'084 | 53'084 | 58'896 CHF | 59'585 CHF | 100.00% | 100.00% |
12.11.2024 | 1.37% | 1.12 CHF | 1.13 CHF | 118'000 | 118'000 | 53'098 | 53'098 | 59'280 CHF | 59'970 CHF | 99.87% | 99.87% |
11.11.2024 | 1.37% | 1.11 CHF | 1.12 CHF | 118'000 | 118'000 | 52'927 | 52'927 | 59'200 CHF | 59'889 CHF | 99.60% | 99.60% |
08.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 120'000 | 120'000 | 54'247 | 54'247 | 61'477 CHF | 62'021 CHF | 99.25% | 99.25% |
07.11.2024 | 1.00% | 1.13 CHF | 1.14 CHF | 120'000 | 120'000 | 52'350 | 52'350 | 59'192 CHF | 59'741 CHF | 99.90% | 99.90% |