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 | 1.41% | 1.48 CHF | 1.49 CHF | 66'000 | 66'000 | 28'979 | 28'979 | 46'319 CHF | 46'842 CHF | 99.57% | 99.57% |
19.11.2024 | 1.58% | 1.66 CHF | 1.67 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 44'529 CHF | 45'053 CHF | 99.24% | 99.24% |
18.11.2024 | 1.33% | 1.37 CHF | 1.38 CHF | 68'000 | 68'000 | 30'452 | 30'452 | 41'291 CHF | 41'755 CHF | 99.90% | 99.90% |
15.11.2024 | 1.61% | 1.28 CHF | 1.29 CHF | 68'000 | 68'000 | 27'873 | 27'873 | 36'764 CHF | 37'218 CHF | 91.62% | 91.62% |
14.11.2024 | 1.04% | 1.97 CHF | 1.99 CHF | 60'000 | 60'000 | 26'350 | 26'350 | 51'594 CHF | 52'110 CHF | 99.72% | 99.72% |
13.11.2024 | 0.93% | 1.86 CHF | 1.87 CHF | 60'000 | 60'000 | 28'224 | 28'224 | 48'812 CHF | 49'179 CHF | 99.93% | 99.93% |
12.11.2024 | 0.90% | 1.68 CHF | 1.69 CHF | 64'000 | 64'000 | 28'404 | 28'404 | 48'627 CHF | 48'996 CHF | 99.93% | 99.93% |
11.11.2024 | 0.97% | 1.74 CHF | 1.75 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 46'209 CHF | 46'566 CHF | 99.90% | 99.90% |
08.11.2024 | 0.83% | 1.96 CHF | 1.97 CHF | 60'000 | 60'000 | 27'946 | 27'946 | 52'923 CHF | 53'285 CHF | 97.44% | 97.44% |
07.11.2024 | 0.94% | 1.68 CHF | 1.69 CHF | 64'000 | 64'000 | 28'569 | 28'569 | 47'919 CHF | 48'289 CHF | 100.00% | 100.00% |