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 | 0.69% | 1.51 CHF | 1.52 CHF | 124'000 | 124'000 | 55'091 | 55'091 | 81'457 CHF | 82'009 CHF | 99.89% | 99.89% |
19.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 122'000 | 122'000 | 53'233 | 53'233 | 76'671 CHF | 77'204 CHF | 100.00% | 100.00% |
18.11.2024 | 1.14% | 1.44 CHF | 1.45 CHF | 122'000 | 122'000 | 53'568 | 53'568 | 74'333 CHF | 75'027 CHF | 99.89% | 99.89% |
15.11.2024 | 1.14% | 1.36 CHF | 1.37 CHF | 118'000 | 118'000 | 47'068 | 47'068 | 63'598 CHF | 64'167 CHF | 99.45% | 99.45% |
14.11.2024 | 1.14% | 1.35 CHF | 1.36 CHF | 118'000 | 118'000 | 53'075 | 53'075 | 71'818 CHF | 72'507 CHF | 100.00% | 100.00% |
13.11.2024 | 1.15% | 1.34 CHF | 1.35 CHF | 118'000 | 118'000 | 53'083 | 53'083 | 70'867 CHF | 71'556 CHF | 100.00% | 100.00% |
12.11.2024 | 1.15% | 1.34 CHF | 1.35 CHF | 118'000 | 118'000 | 53'098 | 53'098 | 71'108 CHF | 71'798 CHF | 99.85% | 99.85% |
11.11.2024 | 1.14% | 1.33 CHF | 1.34 CHF | 118'000 | 118'000 | 52'925 | 52'925 | 70'950 CHF | 71'639 CHF | 99.58% | 99.58% |
08.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 120'000 | 120'000 | 54'072 | 54'072 | 73'258 CHF | 73'799 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 1.35 CHF | 1.36 CHF | 120'000 | 120'000 | 52'350 | 52'350 | 70'803 CHF | 71'352 CHF | 99.90% | 99.90% |