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 | 1.44% | 1.44 CHF | 1.45 CHF | 66'000 | 66'000 | 28'980 | 28'980 | 45'208 CHF | 45'730 CHF | 99.57% | 99.57% |
19.11.2024 | 1.62% | 1.62 CHF | 1.63 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 43'438 CHF | 43'962 CHF | 99.19% | 99.19% |
18.11.2024 | 1.37% | 1.34 CHF | 1.35 CHF | 68'000 | 68'000 | 30'383 | 30'383 | 40'073 CHF | 40'536 CHF | 99.90% | 99.90% |
15.11.2024 | 1.65% | 1.24 CHF | 1.25 CHF | 68'000 | 68'000 | 27'873 | 27'873 | 35'746 CHF | 36'200 CHF | 91.62% | 91.62% |
14.11.2024 | 1.06% | 1.93 CHF | 1.95 CHF | 60'000 | 60'000 | 26'351 | 26'351 | 50'485 CHF | 51'001 CHF | 99.72% | 99.72% |
13.11.2024 | 0.95% | 1.82 CHF | 1.83 CHF | 60'000 | 60'000 | 28'224 | 28'224 | 47'698 CHF | 48'065 CHF | 99.93% | 99.93% |
12.11.2024 | 0.92% | 1.64 CHF | 1.65 CHF | 64'000 | 64'000 | 28'408 | 28'408 | 47'506 CHF | 47'874 CHF | 99.88% | 99.88% |
11.11.2024 | 0.99% | 1.70 CHF | 1.71 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 45'171 CHF | 45'527 CHF | 99.90% | 99.90% |
08.11.2024 | 0.85% | 1.92 CHF | 1.93 CHF | 60'000 | 60'000 | 27'962 | 27'962 | 51'808 CHF | 52'170 CHF | 97.36% | 97.36% |
07.11.2024 | 0.96% | 1.64 CHF | 1.65 CHF | 64'000 | 64'000 | 28'568 | 28'568 | 46'798 CHF | 47'169 CHF | 100.00% | 100.00% |