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 | 1.33% | 0.78 CHF | 0.79 CHF | 80'000 | 80'000 | 36'572 | 36'572 | 27'909 CHF | 28'276 CHF | 99.33% | 99.33% |
19.11.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 82'000 | 82'000 | 36'855 | 36'855 | 25'808 CHF | 26'177 CHF | 100.00% | 100.00% |
18.11.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 82'000 | 82'000 | 36'830 | 36'830 | 24'730 CHF | 25'099 CHF | 99.77% | 99.77% |
15.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 82'000 | 82'000 | 36'816 | 36'816 | 26'300 CHF | 26'669 CHF | 99.90% | 99.90% |
14.11.2024 | 1.33% | 0.70 CHF | 0.71 CHF | 82'000 | 82'000 | 36'162 | 36'162 | 26'863 CHF | 27'225 CHF | 98.55% | 98.55% |
13.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 81'000 | 81'000 | 36'667 | 36'667 | 27'900 CHF | 28'267 CHF | 100.00% | 100.00% |
12.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 81'000 | 81'000 | 36'569 | 36'569 | 28'319 CHF | 28'686 CHF | 99.88% | 99.88% |
11.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 80'000 | 80'000 | 35'640 | 35'640 | 28'879 CHF | 29'236 CHF | 99.90% | 99.90% |
08.11.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 36'546 | 36'546 | 29'438 CHF | 29'804 CHF | 99.05% | 99.05% |
07.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 28'463 CHF | 28'822 CHF | 99.90% | 99.90% |