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 | 1.23% | 1.72 CHF | 1.73 CHF | 66'000 | 66'000 | 28'980 | 28'980 | 53'342 CHF | 53'865 CHF | 99.57% | 99.57% |
19.11.2024 | 1.36% | 1.90 CHF | 1.91 CHF | 64'000 | 64'000 | 28'829 | 28'829 | 51'496 CHF | 52'020 CHF | 99.24% | 99.24% |
18.11.2024 | 1.13% | 1.62 CHF | 1.63 CHF | 68'000 | 68'000 | 30'452 | 30'452 | 48'665 CHF | 49'129 CHF | 99.90% | 99.90% |
15.11.2024 | 1.37% | 1.52 CHF | 1.53 CHF | 68'000 | 68'000 | 27'873 | 27'873 | 43'535 CHF | 43'989 CHF | 91.62% | 91.62% |
14.11.2024 | 0.92% | 2.21 CHF | 2.23 CHF | 60'000 | 60'000 | 26'349 | 26'349 | 57'978 CHF | 58'494 CHF | 99.72% | 99.72% |
13.11.2024 | 0.81% | 2.11 CHF | 2.12 CHF | 60'000 | 60'000 | 28'224 | 28'224 | 55'626 CHF | 55'993 CHF | 99.93% | 99.93% |
12.11.2024 | 0.79% | 1.92 CHF | 1.93 CHF | 64'000 | 64'000 | 28'405 | 28'405 | 55'456 CHF | 55'825 CHF | 99.93% | 99.93% |
11.11.2024 | 0.86% | 1.98 CHF | 1.99 CHF | 62'000 | 62'000 | 25'769 | 25'769 | 52'382 CHF | 52'739 CHF | 99.90% | 99.90% |
08.11.2024 | 0.73% | 2.20 CHF | 2.21 CHF | 60'000 | 60'000 | 27'948 | 27'948 | 59'568 CHF | 59'930 CHF | 97.44% | 97.44% |
07.11.2024 | 0.82% | 1.92 CHF | 1.93 CHF | 64'000 | 64'000 | 28'539 | 28'539 | 54'657 CHF | 55'027 CHF | 100.00% | 100.00% |