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 | 1.32% | 1.58 CHF | 1.59 CHF | 66'000 | 66'000 | 28'980 | 28'980 | 49'362 CHF | 49'885 CHF | 99.57% | 99.57% |
19.11.2024 | 1.48% | 1.76 CHF | 1.77 CHF | 64'000 | 64'000 | 28'829 | 28'829 | 47'526 CHF | 48'050 CHF | 99.18% | 99.18% |
18.11.2024 | 1.24% | 1.48 CHF | 1.49 CHF | 68'000 | 68'000 | 30'452 | 30'452 | 44'510 CHF | 44'974 CHF | 99.90% | 99.90% |
15.11.2024 | 1.50% | 1.39 CHF | 1.40 CHF | 68'000 | 68'000 | 27'873 | 27'873 | 39'725 CHF | 40'179 CHF | 91.62% | 91.62% |
14.11.2024 | 0.99% | 2.07 CHF | 2.09 CHF | 60'000 | 60'000 | 26'350 | 26'350 | 54'259 CHF | 54'775 CHF | 99.72% | 99.72% |
13.11.2024 | 0.87% | 1.97 CHF | 1.98 CHF | 60'000 | 60'000 | 28'224 | 28'224 | 51'699 CHF | 52'066 CHF | 99.93% | 99.93% |
12.11.2024 | 0.85% | 1.78 CHF | 1.79 CHF | 64'000 | 64'000 | 28'402 | 28'402 | 51'503 CHF | 51'872 CHF | 99.86% | 99.86% |
11.11.2024 | 0.92% | 1.85 CHF | 1.86 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 48'809 CHF | 49'166 CHF | 99.90% | 99.90% |
08.11.2024 | 0.79% | 2.06 CHF | 2.07 CHF | 60'000 | 60'000 | 27'961 | 27'961 | 55'723 CHF | 56'086 CHF | 97.39% | 97.39% |
07.11.2024 | 0.88% | 1.78 CHF | 1.79 CHF | 64'000 | 64'000 | 28'569 | 28'569 | 50'808 CHF | 51'179 CHF | 100.00% | 100.00% |