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 | 1.29% | 1.63 CHF | 1.64 CHF | 66'000 | 66'000 | 28'981 | 28'981 | 50'622 CHF | 51'144 CHF | 99.57% | 99.57% |
19.11.2024 | 1.44% | 1.81 CHF | 1.82 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 48'782 CHF | 49'306 CHF | 99.20% | 99.20% |
18.11.2024 | 1.20% | 1.52 CHF | 1.53 CHF | 68'000 | 68'000 | 30'453 | 30'453 | 45'775 CHF | 46'239 CHF | 99.90% | 99.90% |
15.11.2024 | 1.46% | 1.43 CHF | 1.44 CHF | 68'000 | 68'000 | 27'872 | 27'872 | 40'887 CHF | 41'341 CHF | 91.62% | 91.62% |
14.11.2024 | 0.96% | 2.12 CHF | 2.14 CHF | 60'000 | 60'000 | 26'350 | 26'350 | 55'486 CHF | 56'002 CHF | 99.72% | 99.72% |
13.11.2024 | 0.85% | 2.01 CHF | 2.02 CHF | 60'000 | 60'000 | 28'224 | 28'224 | 52'950 CHF | 53'317 CHF | 99.93% | 99.93% |
12.11.2024 | 0.83% | 1.83 CHF | 1.84 CHF | 64'000 | 64'000 | 28'404 | 28'404 | 52'735 CHF | 53'104 CHF | 99.89% | 99.89% |
11.11.2024 | 0.90% | 1.89 CHF | 1.90 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 49'967 CHF | 50'323 CHF | 99.90% | 99.90% |
08.11.2024 | 0.77% | 2.11 CHF | 2.12 CHF | 60'000 | 60'000 | 27'955 | 27'955 | 57'003 CHF | 57'365 CHF | 97.38% | 97.38% |
07.11.2024 | 0.86% | 1.82 CHF | 1.83 CHF | 64'000 | 64'000 | 28'539 | 28'539 | 52'002 CHF | 52'372 CHF | 100.00% | 100.00% |