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 | 2.06% | 0.45 CHF | 0.46 CHF | 124'000 | 124'000 | 55'094 | 55'094 | 26'473 CHF | 27'025 CHF | 99.90% | 99.90% |
19.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 122'000 | 122'000 | 53'231 | 53'231 | 27'319 CHF | 27'853 CHF | 100.00% | 100.00% |
18.11.2024 | 2.51% | 0.52 CHF | 0.53 CHF | 122'000 | 122'000 | 53'569 | 53'569 | 30'926 CHF | 31'620 CHF | 99.90% | 99.90% |
15.11.2024 | 2.47% | 0.61 CHF | 0.62 CHF | 118'000 | 118'000 | 46'957 | 46'957 | 29'094 CHF | 29'661 CHF | 99.45% | 99.45% |
14.11.2024 | 2.47% | 0.61 CHF | 0.62 CHF | 118'000 | 118'000 | 53'078 | 53'078 | 32'840 CHF | 33'529 CHF | 100.00% | 100.00% |
13.11.2024 | 2.46% | 0.62 CHF | 0.63 CHF | 118'000 | 118'000 | 53'081 | 53'081 | 33'207 CHF | 33'897 CHF | 100.00% | 100.00% |
12.11.2024 | 2.50% | 0.62 CHF | 0.63 CHF | 118'000 | 118'000 | 53'087 | 53'087 | 32'896 CHF | 33'586 CHF | 99.85% | 99.85% |
11.11.2024 | 2.55% | 0.62 CHF | 0.63 CHF | 118'000 | 118'000 | 53'073 | 53'073 | 32'528 CHF | 33'218 CHF | 99.55% | 99.55% |
08.11.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 120'000 | 120'000 | 54'194 | 54'194 | 31'721 CHF | 32'264 CHF | 99.46% | 99.46% |
07.11.2024 | 1.91% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 52'349 | 52'349 | 30'954 CHF | 31'504 CHF | 99.90% | 99.90% |