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 | 1.71% | 1.19 CHF | 1.20 CHF | 66'000 | 66'000 | 28'980 | 28'980 | 37'958 CHF | 38'481 CHF | 99.57% | 99.57% |
19.11.2024 | 1.95% | 1.37 CHF | 1.38 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 36'265 CHF | 36'789 CHF | 99.18% | 99.18% |
18.11.2024 | 1.69% | 1.09 CHF | 1.10 CHF | 68'000 | 68'000 | 30'383 | 30'383 | 32'478 CHF | 32'942 CHF | 99.90% | 99.90% |
15.11.2024 | 2.02% | 0.99 CHF | 1.00 CHF | 68'000 | 68'000 | 27'872 | 27'872 | 28'775 CHF | 29'229 CHF | 91.62% | 91.62% |
14.11.2024 | 1.22% | 1.68 CHF | 1.70 CHF | 60'000 | 60'000 | 26'350 | 26'350 | 43'892 CHF | 44'407 CHF | 99.72% | 99.72% |
13.11.2024 | 1.12% | 1.57 CHF | 1.58 CHF | 60'000 | 60'000 | 28'224 | 28'224 | 40'687 CHF | 41'054 CHF | 99.93% | 99.93% |
12.11.2024 | 1.08% | 1.39 CHF | 1.40 CHF | 64'000 | 64'000 | 28'409 | 28'409 | 40'443 CHF | 40'812 CHF | 99.86% | 99.86% |
11.11.2024 | 1.15% | 1.46 CHF | 1.47 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 38'781 CHF | 39'138 CHF | 99.90% | 99.90% |
08.11.2024 | 0.98% | 1.68 CHF | 1.69 CHF | 60'000 | 60'000 | 27'965 | 27'965 | 44'961 CHF | 45'323 CHF | 97.35% | 97.35% |
07.11.2024 | 1.13% | 1.39 CHF | 1.40 CHF | 64'000 | 64'000 | 28'569 | 28'569 | 39'776 CHF | 40'146 CHF | 100.00% | 100.00% |