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 | 1.06% | 1.41 CHF | 1.42 CHF | 92'000 | 92'000 | 41'094 | 41'094 | 58'999 CHF | 59'532 CHF | 99.90% | 99.90% |
19.11.2024 | 1.02% | 1.50 CHF | 1.51 CHF | 92'000 | 92'000 | 38'259 | 38'259 | 57'809 CHF | 58'313 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 1.50 CHF | 1.51 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 60'149 CHF | 60'681 CHF | 99.89% | 99.89% |
15.11.2024 | 1.05% | 1.49 CHF | 1.50 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 55'021 CHF | 55'472 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 1.49 CHF | 1.50 CHF | 90'000 | 90'000 | 40'408 | 40'408 | 60'585 CHF | 61'111 CHF | 100.00% | 100.00% |
13.11.2024 | 1.09% | 1.45 CHF | 1.46 CHF | 92'000 | 92'000 | 41'451 | 41'451 | 58'697 CHF | 59'232 CHF | 98.61% | 99.79% |
12.11.2024 | 1.03% | 1.44 CHF | 1.45 CHF | 92'000 | 92'000 | 40'585 | 40'585 | 60'761 CHF | 61'289 CHF | 100.00% | 100.00% |
11.11.2024 | 2.39% | 1.53 CHF | 1.54 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 33'259 CHF | 33'930 CHF | 99.59% | 99.59% |
08.11.2024 | 1.17% | 1.38 CHF | 1.39 CHF | 94'000 | 94'000 | 42'844 | 42'844 | 57'207 CHF | 57'761 CHF | 98.55% | 98.55% |
07.11.2024 | 1.16% | 1.33 CHF | 1.34 CHF | 96'000 | 96'000 | 42'794 | 42'794 | 56'919 CHF | 57'474 CHF | 100.00% | 100.00% |