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 | 0.76% | 1.37 CHF | 1.38 CHF | 124'000 | 124'000 | 55'091 | 55'091 | 73'956 CHF | 74'508 CHF | 99.89% | 99.89% |
19.11.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 122'000 | 122'000 | 53'232 | 53'232 | 69'503 CHF | 70'036 CHF | 100.00% | 100.00% |
18.11.2024 | 1.27% | 1.31 CHF | 1.32 CHF | 122'000 | 122'000 | 53'567 | 53'567 | 67'047 CHF | 67'741 CHF | 99.89% | 99.89% |
15.11.2024 | 1.27% | 1.22 CHF | 1.23 CHF | 118'000 | 118'000 | 47'068 | 47'068 | 57'268 CHF | 57'836 CHF | 99.45% | 99.45% |
14.11.2024 | 1.27% | 1.22 CHF | 1.23 CHF | 118'000 | 118'000 | 53'075 | 53'075 | 64'661 CHF | 65'350 CHF | 100.00% | 100.00% |
13.11.2024 | 1.28% | 1.21 CHF | 1.22 CHF | 118'000 | 118'000 | 53'087 | 53'087 | 63'662 CHF | 64'352 CHF | 100.00% | 100.00% |
12.11.2024 | 1.27% | 1.21 CHF | 1.22 CHF | 118'000 | 118'000 | 53'087 | 53'087 | 64'014 CHF | 64'704 CHF | 99.85% | 99.85% |
11.11.2024 | 1.27% | 1.20 CHF | 1.21 CHF | 118'000 | 118'000 | 53'070 | 53'070 | 64'079 CHF | 64'769 CHF | 99.63% | 99.63% |
08.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 120'000 | 120'000 | 54'071 | 54'071 | 66'065 CHF | 66'607 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 1.22 CHF | 1.23 CHF | 120'000 | 120'000 | 52'349 | 52'349 | 63'814 CHF | 64'364 CHF | 99.90% | 99.90% |