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 | 1.36% | 1.32 CHF | 1.33 CHF | 58'000 | 58'000 | 26'297 | 26'297 | 34'494 CHF | 34'893 CHF | 99.36% | 99.36% |
19.11.2024 | 1.37% | 1.31 CHF | 1.32 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 34'349 CHF | 34'749 CHF | 100.00% | 100.00% |
18.11.2024 | 1.27% | 1.37 CHF | 1.38 CHF | 57'000 | 57'000 | 25'887 | 25'887 | 36'088 CHF | 36'482 CHF | 99.87% | 99.87% |
15.11.2024 | 1.32% | 1.41 CHF | 1.42 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 35'516 CHF | 35'914 CHF | 99.72% | 99.72% |
14.11.2024 | 1.24% | 1.43 CHF | 1.44 CHF | 57'000 | 57'000 | 25'345 | 25'345 | 36'823 CHF | 37'206 CHF | 98.65% | 98.65% |
13.11.2024 | 1.27% | 1.49 CHF | 1.50 CHF | 56'000 | 56'000 | 25'776 | 25'776 | 36'988 CHF | 37'380 CHF | 100.00% | 100.00% |
12.11.2024 | 1.21% | 1.42 CHF | 1.43 CHF | 57'000 | 57'000 | 25'590 | 25'590 | 37'477 CHF | 37'864 CHF | 99.88% | 99.88% |
11.11.2024 | 1.26% | 1.47 CHF | 1.48 CHF | 57'000 | 57'000 | 25'419 | 25'419 | 37'253 CHF | 37'642 CHF | 99.76% | 99.76% |
08.11.2024 | 1.35% | 1.41 CHF | 1.42 CHF | 58'000 | 58'000 | 26'550 | 26'550 | 35'449 CHF | 35'851 CHF | 98.52% | 98.52% |
07.11.2024 | 1.26% | 1.33 CHF | 1.34 CHF | 59'000 | 59'000 | 26'262 | 26'262 | 36'763 CHF | 37'162 CHF | 100.00% | 100.00% |