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 | 0.74% | 1.41 CHF | 1.42 CHF | 124'000 | 124'000 | 55'094 | 55'094 | 76'392 CHF | 76'944 CHF | 99.90% | 99.90% |
19.11.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 122'000 | 122'000 | 53'231 | 53'231 | 71'772 CHF | 72'305 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 1.35 CHF | 1.36 CHF | 122'000 | 122'000 | 53'571 | 53'571 | 69'369 CHF | 70'063 CHF | 99.90% | 99.90% |
15.11.2024 | 1.22% | 1.26 CHF | 1.27 CHF | 118'000 | 118'000 | 47'070 | 47'070 | 59'262 CHF | 59'831 CHF | 99.45% | 99.45% |
14.11.2024 | 1.22% | 1.26 CHF | 1.27 CHF | 118'000 | 118'000 | 53'081 | 53'081 | 66'906 CHF | 67'595 CHF | 100.00% | 100.00% |
13.11.2024 | 1.24% | 1.25 CHF | 1.26 CHF | 118'000 | 118'000 | 53'084 | 53'084 | 65'945 CHF | 66'634 CHF | 100.00% | 100.00% |
12.11.2024 | 1.23% | 1.25 CHF | 1.26 CHF | 118'000 | 118'000 | 53'100 | 53'100 | 66'270 CHF | 66'960 CHF | 99.85% | 99.85% |
11.11.2024 | 1.23% | 1.24 CHF | 1.25 CHF | 118'000 | 118'000 | 52'928 | 52'928 | 66'140 CHF | 66'829 CHF | 99.53% | 99.53% |
08.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 120'000 | 120'000 | 54'197 | 54'197 | 68'537 CHF | 69'080 CHF | 99.44% | 99.44% |
07.11.2024 | 0.90% | 1.26 CHF | 1.27 CHF | 120'000 | 120'000 | 52'351 | 52'351 | 66'029 CHF | 66'579 CHF | 99.90% | 99.90% |