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 | 1.18% | 1.80 CHF | 1.81 CHF | 66'000 | 66'000 | 28'980 | 28'980 | 55'774 CHF | 56'297 CHF | 99.57% | 99.57% |
19.11.2024 | 1.30% | 1.98 CHF | 1.99 CHF | 64'000 | 64'000 | 28'831 | 28'831 | 53'892 CHF | 54'416 CHF | 99.17% | 99.17% |
18.11.2024 | 1.07% | 1.70 CHF | 1.71 CHF | 68'000 | 68'000 | 30'452 | 30'452 | 51'249 CHF | 51'713 CHF | 99.90% | 99.90% |
15.11.2024 | 1.31% | 1.61 CHF | 1.62 CHF | 68'000 | 68'000 | 27'872 | 27'872 | 45'923 CHF | 46'376 CHF | 91.62% | 91.62% |
14.11.2024 | 0.89% | 2.29 CHF | 2.31 CHF | 60'000 | 60'000 | 26'350 | 26'350 | 60'103 CHF | 60'619 CHF | 99.72% | 99.72% |
13.11.2024 | 0.78% | 2.19 CHF | 2.20 CHF | 60'000 | 60'000 | 28'224 | 28'224 | 57'926 CHF | 58'293 CHF | 99.93% | 99.93% |
12.11.2024 | 0.76% | 2.00 CHF | 2.01 CHF | 64'000 | 64'000 | 28'404 | 28'404 | 57'763 CHF | 58'132 CHF | 99.85% | 99.85% |
11.11.2024 | 0.83% | 2.06 CHF | 2.07 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 54'464 CHF | 54'821 CHF | 99.90% | 99.90% |
08.11.2024 | 0.71% | 2.28 CHF | 2.29 CHF | 60'000 | 60'000 | 27'962 | 27'962 | 61'814 CHF | 62'176 CHF | 97.37% | 97.37% |
07.11.2024 | 0.79% | 2.00 CHF | 2.01 CHF | 64'000 | 64'000 | 28'569 | 28'569 | 57'035 CHF | 57'406 CHF | 100.00% | 100.00% |