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 | 1.60% | 0.92 CHF | 0.93 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 38'706 CHF | 39'239 CHF | 99.90% | 99.90% |
19.11.2024 | 1.51% | 1.01 CHF | 1.02 CHF | 92'000 | 92'000 | 38'254 | 38'254 | 38'981 CHF | 39'485 CHF | 100.00% | 100.00% |
18.11.2024 | 1.60% | 1.01 CHF | 1.02 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 39'873 CHF | 40'406 CHF | 99.90% | 99.90% |
15.11.2024 | 1.57% | 1.00 CHF | 1.01 CHF | 90'000 | 90'000 | 36'799 | 36'799 | 36'850 CHF | 37'302 CHF | 100.00% | 100.00% |
14.11.2024 | 1.53% | 1.00 CHF | 1.01 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 40'585 CHF | 41'111 CHF | 100.00% | 100.00% |
13.11.2024 | 1.68% | 0.95 CHF | 0.96 CHF | 92'000 | 92'000 | 41'453 | 41'453 | 38'269 CHF | 38'805 CHF | 98.61% | 99.78% |
12.11.2024 | 1.52% | 0.95 CHF | 0.96 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 40'846 CHF | 41'373 CHF | 100.00% | 100.00% |
11.11.2024 | 3.63% | 1.04 CHF | 1.05 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 22'154 CHF | 22'825 CHF | 99.61% | 99.61% |
08.11.2024 | 1.85% | 0.89 CHF | 0.90 CHF | 94'000 | 94'000 | 42'695 | 42'695 | 36'290 CHF | 36'843 CHF | 99.33% | 99.33% |
07.11.2024 | 1.82% | 0.85 CHF | 0.86 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 36'134 CHF | 36'689 CHF | 100.00% | 100.00% |