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 | 1.28% | 0.83 CHF | 0.84 CHF | 124'000 | 124'000 | 55'094 | 55'094 | 44'322 CHF | 44'874 CHF | 99.90% | 99.90% |
19.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 122'000 | 122'000 | 53'230 | 53'230 | 40'891 CHF | 41'425 CHF | 100.00% | 100.00% |
18.11.2024 | 2.26% | 0.77 CHF | 0.78 CHF | 122'000 | 122'000 | 53'569 | 53'569 | 38'127 CHF | 38'821 CHF | 99.90% | 99.90% |
15.11.2024 | 2.27% | 0.68 CHF | 0.69 CHF | 118'000 | 118'000 | 47'070 | 47'070 | 31'797 CHF | 32'365 CHF | 99.45% | 99.45% |
14.11.2024 | 2.27% | 0.68 CHF | 0.69 CHF | 118'000 | 118'000 | 53'077 | 53'077 | 35'932 CHF | 36'621 CHF | 100.00% | 100.00% |
13.11.2024 | 2.31% | 0.67 CHF | 0.68 CHF | 118'000 | 118'000 | 53'084 | 53'084 | 35'156 CHF | 35'845 CHF | 100.00% | 100.00% |
12.11.2024 | 2.27% | 0.67 CHF | 0.68 CHF | 118'000 | 118'000 | 53'087 | 53'087 | 35'496 CHF | 36'186 CHF | 99.85% | 99.85% |
11.11.2024 | 2.25% | 0.66 CHF | 0.67 CHF | 118'000 | 118'000 | 52'924 | 52'924 | 35'567 CHF | 36'255 CHF | 99.61% | 99.61% |
08.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 120'000 | 120'000 | 54'069 | 54'069 | 37'352 CHF | 37'894 CHF | 100.00% | 100.00% |
07.11.2024 | 1.64% | 0.69 CHF | 0.70 CHF | 120'000 | 120'000 | 52'350 | 52'350 | 35'951 CHF | 36'501 CHF | 99.90% | 99.90% |