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 | 1.26% | 1.67 CHF | 1.68 CHF | 66'000 | 66'000 | 28'980 | 28'980 | 51'894 CHF | 52'416 CHF | 99.57% | 99.57% |
19.11.2024 | 1.40% | 1.85 CHF | 1.86 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 50'064 CHF | 50'588 CHF | 99.20% | 99.20% |
18.11.2024 | 1.17% | 1.57 CHF | 1.58 CHF | 68'000 | 68'000 | 30'452 | 30'452 | 47'196 CHF | 47'660 CHF | 99.90% | 99.90% |
15.11.2024 | 1.42% | 1.47 CHF | 1.48 CHF | 68'000 | 68'000 | 27'873 | 27'873 | 42'191 CHF | 42'645 CHF | 91.62% | 91.62% |
14.11.2024 | 0.95% | 2.16 CHF | 2.18 CHF | 60'000 | 60'000 | 26'349 | 26'349 | 56'581 CHF | 57'097 CHF | 99.72% | 99.72% |
13.11.2024 | 0.83% | 2.05 CHF | 2.06 CHF | 60'000 | 60'000 | 28'223 | 28'223 | 54'174 CHF | 54'541 CHF | 99.93% | 99.93% |
12.11.2024 | 0.81% | 1.87 CHF | 1.88 CHF | 64'000 | 64'000 | 28'401 | 28'401 | 54'009 CHF | 54'378 CHF | 99.88% | 99.88% |
11.11.2024 | 0.88% | 1.93 CHF | 1.94 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 51'062 CHF | 51'418 CHF | 99.90% | 99.90% |
08.11.2024 | 0.75% | 2.15 CHF | 2.16 CHF | 60'000 | 60'000 | 27'963 | 27'963 | 58'161 CHF | 58'524 CHF | 97.36% | 97.36% |
07.11.2024 | 0.84% | 1.86 CHF | 1.87 CHF | 64'000 | 64'000 | 28'538 | 28'538 | 53'214 CHF | 53'584 CHF | 100.00% | 100.00% |