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 | 1.08% | 1.67 CHF | 1.68 CHF | 58'000 | 58'000 | 26'197 | 26'197 | 43'644 CHF | 44'043 CHF | 99.06% | 99.06% |
19.11.2024 | 1.08% | 1.66 CHF | 1.67 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 43'610 CHF | 44'009 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 1.73 CHF | 1.74 CHF | 57'000 | 57'000 | 25'888 | 25'888 | 45'252 CHF | 45'646 CHF | 99.87% | 99.87% |
15.11.2024 | 1.05% | 1.76 CHF | 1.77 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 44'729 CHF | 45'127 CHF | 99.72% | 99.72% |
14.11.2024 | 1.00% | 1.79 CHF | 1.80 CHF | 57'000 | 57'000 | 25'379 | 25'379 | 45'849 CHF | 46'233 CHF | 98.42% | 98.42% |
13.11.2024 | 1.02% | 1.84 CHF | 1.85 CHF | 56'000 | 56'000 | 25'776 | 25'776 | 46'074 CHF | 46'467 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 1.77 CHF | 1.78 CHF | 57'000 | 57'000 | 25'590 | 25'590 | 46'471 CHF | 46'859 CHF | 99.88% | 99.88% |
11.11.2024 | 1.02% | 1.83 CHF | 1.84 CHF | 57'000 | 57'000 | 25'419 | 25'419 | 46'167 CHF | 46'556 CHF | 99.76% | 99.76% |
08.11.2024 | 1.07% | 1.76 CHF | 1.77 CHF | 58'000 | 58'000 | 26'551 | 26'551 | 44'680 CHF | 45'082 CHF | 98.52% | 98.52% |
07.11.2024 | 1.01% | 1.68 CHF | 1.69 CHF | 59'000 | 59'000 | 26'260 | 26'260 | 45'886 CHF | 46'285 CHF | 100.00% | 100.00% |