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 | 0.54% | 1.87 CHF | 1.88 CHF | 102'000 | 102'000 | 40'242 | 40'242 | 76'038 CHF | 76'443 CHF | 99.75% | 99.75% |
19.11.2024 | 0.58% | 1.85 CHF | 1.86 CHF | 104'000 | 104'000 | 41'865 | 41'865 | 74'051 CHF | 74'471 CHF | 99.97% | 99.97% |
18.11.2024 | 0.60% | 1.78 CHF | 1.79 CHF | 104'000 | 104'000 | 40'615 | 40'615 | 69'341 CHF | 69'748 CHF | 99.89% | 99.89% |
15.11.2024 | 0.52% | 1.76 CHF | 1.77 CHF | 104'000 | 104'000 | 40'306 | 40'306 | 75'847 CHF | 76'251 CHF | 99.22% | 99.22% |
14.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 98'000 | 98'000 | 38'901 | 38'901 | 81'861 CHF | 82'250 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 39'019 | 39'019 | 83'826 CHF | 84'217 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 2.23 CHF | 2.24 CHF | 98'000 | 98'000 | 36'005 | 36'005 | 81'955 CHF | 82'323 CHF | 95.89% | 99.82% |
11.11.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 96'000 | 96'000 | 36'713 | 36'713 | 88'919 CHF | 89'287 CHF | 99.59% | 99.59% |
08.11.2024 | 0.39% | 2.47 CHF | 2.48 CHF | 94'000 | 94'000 | 36'250 | 36'250 | 92'416 CHF | 92'779 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 2.72 CHF | 2.73 CHF | 90'000 | 90'000 | 28'564 | 28'564 | 71'388 CHF | 71'760 CHF | 98.05% | 98.05% |