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 | 0.73% | 2.51 CHF | 2.52 CHF | 114'000 | 114'000 | 49'667 | 49'667 | 126'714 CHF | 127'475 CHF | 99.89% | 99.89% |
19.11.2024 | 0.66% | 2.71 CHF | 2.72 CHF | 118'000 | 118'000 | 51'725 | 51'725 | 139'976 CHF | 140'754 CHF | 99.86% | 99.86% |
18.11.2024 | 0.70% | 2.73 CHF | 2.74 CHF | 118'000 | 118'000 | 50'949 | 50'949 | 134'303 CHF | 135'063 CHF | 97.65% | 97.65% |
15.11.2024 | 0.81% | 2.46 CHF | 2.47 CHF | 112'000 | 112'000 | 47'280 | 47'280 | 108'854 CHF | 109'561 CHF | 99.58% | 99.58% |
14.11.2024 | 0.93% | 2.03 CHF | 2.04 CHF | 105'000 | 105'000 | 46'860 | 46'860 | 92'907 CHF | 93'614 CHF | 100.00% | 100.00% |
13.11.2024 | 0.96% | 1.84 CHF | 1.85 CHF | 103'000 | 103'000 | 46'301 | 46'301 | 85'866 CHF | 86'567 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 1.89 CHF | 1.90 CHF | 104'000 | 104'000 | 46'386 | 46'386 | 84'619 CHF | 85'321 CHF | 99.80% | 99.80% |
11.11.2024 | 1.02% | 1.68 CHF | 1.69 CHF | 102'000 | 102'000 | 45'811 | 45'811 | 79'513 CHF | 80'207 CHF | 99.89% | 99.89% |
08.11.2024 | 1.56% | 1.79 CHF | 1.80 CHF | 104'000 | 104'000 | 47'767 | 47'767 | 91'988 CHF | 93'099 CHF | 98.93% | 98.93% |
07.11.2024 | 1.41% | 2.09 CHF | 2.10 CHF | 109'000 | 109'000 | 49'026 | 49'026 | 106'038 CHF | 107'183 CHF | 99.90% | 99.90% |