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 | 1.58% | 0.93 CHF | 0.94 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 39'405 CHF | 39'938 CHF | 99.90% | 99.90% |
19.11.2024 | 1.49% | 1.03 CHF | 1.04 CHF | 92'000 | 92'000 | 38'259 | 38'259 | 39'592 CHF | 40'096 CHF | 100.00% | 100.00% |
18.11.2024 | 1.57% | 1.02 CHF | 1.03 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 40'536 CHF | 41'068 CHF | 99.90% | 99.90% |
15.11.2024 | 1.55% | 1.01 CHF | 1.02 CHF | 90'000 | 90'000 | 36'799 | 36'799 | 37'433 CHF | 37'884 CHF | 100.00% | 100.00% |
14.11.2024 | 1.50% | 1.01 CHF | 1.02 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 41'239 CHF | 41'765 CHF | 100.00% | 100.00% |
13.11.2024 | 1.65% | 0.97 CHF | 0.98 CHF | 92'000 | 92'000 | 41'454 | 41'454 | 38'956 CHF | 39'492 CHF | 98.61% | 99.78% |
12.11.2024 | 1.50% | 0.96 CHF | 0.97 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 41'464 CHF | 41'992 CHF | 100.00% | 100.00% |
11.11.2024 | 3.57% | 1.06 CHF | 1.07 CHF | 90'000 | 90'000 | 22'702 | 22'702 | 22'532 CHF | 23'202 CHF | 99.56% | 99.56% |
08.11.2024 | 1.82% | 0.91 CHF | 0.92 CHF | 94'000 | 94'000 | 42'850 | 42'850 | 37'099 CHF | 37'653 CHF | 98.51% | 98.51% |
07.11.2024 | 1.79% | 0.86 CHF | 0.87 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 36'811 CHF | 37'366 CHF | 100.00% | 100.00% |