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 | 1.17% | 1.81 CHF | 1.82 CHF | 66'000 | 66'000 | 28'980 | 28'980 | 56'101 CHF | 56'624 CHF | 99.57% | 99.57% |
19.11.2024 | 1.29% | 1.99 CHF | 2.00 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 54'212 CHF | 54'736 CHF | 99.24% | 99.24% |
18.11.2024 | 1.07% | 1.71 CHF | 1.72 CHF | 68'000 | 68'000 | 30'452 | 30'452 | 51'539 CHF | 52'003 CHF | 99.90% | 99.90% |
15.11.2024 | 1.30% | 1.62 CHF | 1.63 CHF | 68'000 | 68'000 | 27'872 | 27'872 | 46'170 CHF | 46'624 CHF | 91.62% | 91.62% |
14.11.2024 | 0.88% | 2.31 CHF | 2.33 CHF | 60'000 | 60'000 | 26'351 | 26'351 | 60'487 CHF | 61'003 CHF | 99.72% | 99.72% |
13.11.2024 | 0.77% | 2.20 CHF | 2.21 CHF | 60'000 | 60'000 | 28'223 | 28'223 | 58'263 CHF | 58'630 CHF | 99.93% | 99.93% |
12.11.2024 | 0.75% | 2.02 CHF | 2.03 CHF | 64'000 | 64'000 | 28'399 | 28'399 | 58'079 CHF | 58'448 CHF | 99.92% | 99.92% |
11.11.2024 | 0.82% | 2.08 CHF | 2.09 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 54'795 CHF | 55'151 CHF | 99.90% | 99.90% |
08.11.2024 | 0.70% | 2.29 CHF | 2.30 CHF | 60'000 | 60'000 | 27'957 | 27'957 | 62'193 CHF | 62'555 CHF | 97.44% | 97.44% |
07.11.2024 | 0.78% | 2.01 CHF | 2.02 CHF | 64'000 | 64'000 | 28'568 | 28'568 | 57'378 CHF | 57'749 CHF | 100.00% | 100.00% |