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 | 1.94% | 1.03 CHF | 1.04 CHF | 66'000 | 66'000 | 28'980 | 28'980 | 33'252 CHF | 33'775 CHF | 99.57% | 99.57% |
19.11.2024 | 2.26% | 1.21 CHF | 1.22 CHF | 64'000 | 64'000 | 28'829 | 28'829 | 31'553 CHF | 32'076 CHF | 99.22% | 99.22% |
18.11.2024 | 2.00% | 0.92 CHF | 0.93 CHF | 68'000 | 68'000 | 30'453 | 30'453 | 27'514 CHF | 27'978 CHF | 99.90% | 99.90% |
15.11.2024 | 2.37% | 0.83 CHF | 0.84 CHF | 68'000 | 68'000 | 27'872 | 27'872 | 24'148 CHF | 24'601 CHF | 91.62% | 91.62% |
14.11.2024 | 1.35% | 1.52 CHF | 1.54 CHF | 60'000 | 60'000 | 26'350 | 26'350 | 39'660 CHF | 40'176 CHF | 99.72% | 99.72% |
13.11.2024 | 1.27% | 1.41 CHF | 1.42 CHF | 60'000 | 60'000 | 28'222 | 28'222 | 36'113 CHF | 36'480 CHF | 99.93% | 99.93% |
12.11.2024 | 1.21% | 1.23 CHF | 1.24 CHF | 64'000 | 64'000 | 28'398 | 28'398 | 35'851 CHF | 36'220 CHF | 99.93% | 99.93% |
11.11.2024 | 1.29% | 1.30 CHF | 1.31 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 34'652 CHF | 35'008 CHF | 99.90% | 99.90% |
08.11.2024 | 1.09% | 1.52 CHF | 1.53 CHF | 60'000 | 60'000 | 27'962 | 27'962 | 40'543 CHF | 40'905 CHF | 97.41% | 97.41% |
07.11.2024 | 1.28% | 1.23 CHF | 1.24 CHF | 64'000 | 64'000 | 28'569 | 28'569 | 35'208 CHF | 35'578 CHF | 100.00% | 100.00% |