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 | 1.67% | 1.65 CHF | 1.66 CHF | 28'600 | 28'600 | 9'474 | 9'474 | 16'609 CHF | 16'792 CHF | 99.89% | 99.89% |
19.11.2024 | 2.11% | 1.96 CHF | 1.97 CHF | 35'100 | 35'100 | 10'165 | 10'165 | 19'515 CHF | 19'706 CHF | 100.00% | 100.00% |
18.11.2024 | 1.96% | 1.76 CHF | 1.77 CHF | 35'700 | 35'700 | 10'905 | 10'905 | 19'742 CHF | 19'896 CHF | 88.24% | 99.60% |
15.11.2024 | 1.50% | 1.70 CHF | 1.71 CHF | 36'200 | 36'200 | 12'586 | 12'586 | 21'429 CHF | 21'648 CHF | 98.94% | 98.94% |
14.11.2024 | 1.59% | 1.58 CHF | 1.59 CHF | 42'700 | 42'700 | 14'730 | 14'730 | 22'241 CHF | 22'476 CHF | 100.00% | 100.00% |
13.11.2024 | 1.74% | 1.40 CHF | 1.41 CHF | 47'600 | 47'600 | 16'411 | 16'411 | 22'437 CHF | 22'700 CHF | 100.00% | 100.00% |
12.11.2024 | 1.90% | 1.25 CHF | 1.26 CHF | 54'300 | 54'300 | 17'335 | 17'335 | 21'349 CHF | 21'577 CHF | 96.78% | 99.91% |
11.11.2024 | 1.86% | 1.12 CHF | 1.13 CHF | 47'100 | 47'100 | 16'320 | 16'320 | 19'212 CHF | 19'475 CHF | 99.89% | 99.89% |
08.11.2024 | 1.58% | 1.30 CHF | 1.31 CHF | 40'600 | 40'600 | 14'258 | 14'258 | 19'688 CHF | 19'917 CHF | 100.00% | 100.00% |
07.11.2024 | 1.56% | 1.56 CHF | 1.57 CHF | 36'300 | 36'300 | 12'580 | 12'580 | 20'184 CHF | 20'403 CHF | 99.90% | 99.90% |