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 | 0.79% | 1.32 CHF | 1.33 CHF | 124'000 | 124'000 | 55'092 | 55'092 | 71'250 CHF | 71'802 CHF | 99.90% | 99.90% |
19.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 122'000 | 122'000 | 53'232 | 53'232 | 66'875 CHF | 67'408 CHF | 100.00% | 100.00% |
18.11.2024 | 1.32% | 1.26 CHF | 1.27 CHF | 122'000 | 122'000 | 53'568 | 53'568 | 64'373 CHF | 65'066 CHF | 99.89% | 99.89% |
15.11.2024 | 1.32% | 1.17 CHF | 1.18 CHF | 118'000 | 118'000 | 47'069 | 47'069 | 54'898 CHF | 55'466 CHF | 99.45% | 99.45% |
14.11.2024 | 1.32% | 1.17 CHF | 1.18 CHF | 118'000 | 118'000 | 53'075 | 53'075 | 61'986 CHF | 62'676 CHF | 100.00% | 100.00% |
13.11.2024 | 1.34% | 1.16 CHF | 1.17 CHF | 118'000 | 118'000 | 53'087 | 53'087 | 61'008 CHF | 61'697 CHF | 100.00% | 100.00% |
12.11.2024 | 1.33% | 1.16 CHF | 1.17 CHF | 118'000 | 118'000 | 53'100 | 53'100 | 61'377 CHF | 62'067 CHF | 99.85% | 99.85% |
11.11.2024 | 1.32% | 1.15 CHF | 1.16 CHF | 118'000 | 118'000 | 52'928 | 52'928 | 61'297 CHF | 61'986 CHF | 99.57% | 99.57% |
08.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 120'000 | 120'000 | 54'259 | 54'259 | 63'646 CHF | 64'190 CHF | 99.19% | 99.19% |
07.11.2024 | 0.97% | 1.17 CHF | 1.18 CHF | 120'000 | 120'000 | 52'350 | 52'350 | 61'273 CHF | 61'823 CHF | 99.90% | 99.90% |