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 | 0.94% | 1.60 CHF | 1.61 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 66'612 CHF | 67'144 CHF | 99.90% | 99.90% |
19.11.2024 | 0.91% | 1.69 CHF | 1.70 CHF | 92'000 | 92'000 | 38'261 | 38'261 | 64'878 CHF | 65'382 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 1.68 CHF | 1.69 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 67'763 CHF | 68'295 CHF | 99.90% | 99.90% |
15.11.2024 | 0.93% | 1.68 CHF | 1.69 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 61'885 CHF | 62'336 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.68 CHF | 1.69 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 68'104 CHF | 68'630 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 1.63 CHF | 1.64 CHF | 92'000 | 92'000 | 41'456 | 41'456 | 66'311 CHF | 66'847 CHF | 98.61% | 99.78% |
12.11.2024 | 0.92% | 1.62 CHF | 1.63 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 68'223 CHF | 68'751 CHF | 100.00% | 100.00% |
11.11.2024 | 2.12% | 1.71 CHF | 1.72 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 37'462 CHF | 38'133 CHF | 99.61% | 99.61% |
08.11.2024 | 1.03% | 1.56 CHF | 1.57 CHF | 94'000 | 94'000 | 42'696 | 42'696 | 64'748 CHF | 65'301 CHF | 99.33% | 99.33% |
07.11.2024 | 1.02% | 1.52 CHF | 1.53 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 64'736 CHF | 65'291 CHF | 100.00% | 100.00% |