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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 100'000 | 100'000 | 39'019 | 39'019 | 68'812 CHF | 69'203 CHF | 99.90% | 99.90% |
20.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 102'000 | 102'000 | 40'246 | 40'246 | 68'545 CHF | 68'950 CHF | 99.76% | 99.76% |
19.11.2024 | 0.65% | 1.66 CHF | 1.67 CHF | 104'000 | 104'000 | 41'862 | 41'862 | 66'247 CHF | 66'667 CHF | 99.97% | 99.97% |
18.11.2024 | 0.67% | 1.59 CHF | 1.60 CHF | 104'000 | 104'000 | 40'620 | 40'620 | 61'784 CHF | 62'191 CHF | 99.89% | 99.89% |
15.11.2024 | 0.58% | 1.58 CHF | 1.59 CHF | 104'000 | 104'000 | 40'306 | 40'306 | 68'329 CHF | 68'733 CHF | 99.22% | 99.22% |
14.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 98'000 | 98'000 | 38'908 | 38'908 | 74'589 CHF | 74'978 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 1.87 CHF | 1.88 CHF | 100'000 | 100'000 | 39'021 | 39'021 | 76'575 CHF | 76'966 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 2.05 CHF | 2.06 CHF | 98'000 | 98'000 | 36'007 | 36'007 | 75'296 CHF | 75'663 CHF | 95.89% | 99.82% |
11.11.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 96'000 | 96'000 | 36'715 | 36'715 | 82'120 CHF | 82'488 CHF | 99.59% | 99.59% |
08.11.2024 | 0.42% | 2.28 CHF | 2.29 CHF | 94'000 | 94'000 | 36'251 | 36'251 | 85'765 CHF | 86'128 CHF | 100.00% | 100.00% |