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 | 1.85% | 1.08 CHF | 1.09 CHF | 26'000 | 26'000 | 17'402 | 17'402 | 18'225 CHF | 18'533 CHF | 100.00% | 100.00% |
19.11.2024 | 2.07% | 1.04 CHF | 1.05 CHF | 31'000 | 31'000 | 20'351 | 20'351 | 19'231 CHF | 19'589 CHF | 99.97% | 99.97% |
18.11.2024 | 1.93% | 1.03 CHF | 1.04 CHF | 27'000 | 27'000 | 17'435 | 17'435 | 17'187 CHF | 17'495 CHF | 100.00% | 100.00% |
15.11.2024 | 2.10% | 1.02 CHF | 1.03 CHF | 32'000 | 32'000 | 20'782 | 20'782 | 19'572 CHF | 19'948 CHF | 72.10% | 72.10% |
14.11.2024 | 2.25% | 0.81 CHF | 0.82 CHF | 30'000 | 30'000 | 20'007 | 20'007 | 16'725 CHF | 17'080 CHF | 100.00% | 100.00% |
13.11.2024 | 1.70% | 1.04 CHF | 1.05 CHF | 24'000 | 24'000 | 16'436 | 16'436 | 18'213 CHF | 18'505 CHF | 99.67% | 99.67% |
12.11.2024 | 1.94% | 1.15 CHF | 1.16 CHF | 31'000 | 31'000 | 20'231 | 20'231 | 20'435 CHF | 20'792 CHF | 99.96% | 99.96% |
11.11.2024 | 2.52% | 0.90 CHF | 0.91 CHF | 40'000 | 40'000 | 25'678 | 25'678 | 19'767 CHF | 20'220 CHF | 99.82% | 99.82% |
08.11.2024 | 2.64% | 0.69 CHF | 0.70 CHF | 38'000 | 38'000 | 25'921 | 25'921 | 18'714 CHF | 19'173 CHF | 99.79% | 99.79% |
07.11.2024 | 2.07% | 0.76 CHF | 0.77 CHF | 27'000 | 27'000 | 18'119 | 18'119 | 16'212 CHF | 16'533 CHF | 99.98% | 99.98% |