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 | 1.51% | 0.66 CHF | 0.67 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 35'268 CHF | 35'804 CHF | 99.44% | 99.44% |
19.11.2024 | 1.61% | 0.58 CHF | 0.59 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 33'157 CHF | 33'691 CHF | 99.47% | 99.47% |
18.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 42'219 CHF | 42'766 CHF | 100.00% | 100.00% |
15.11.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 44'554 CHF | 45'103 CHF | 99.44% | 99.44% |
14.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 56'000 | 56'000 | 56'062 | 56'062 | 51'089 CHF | 51'650 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 56'000 | 56'000 | 56'461 | 56'461 | 52'597 CHF | 53'162 CHF | 100.00% | 100.00% |
12.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 56'000 | 56'000 | 61'829 | 61'829 | 52'377 CHF | 52'996 CHF | 99.85% | 99.85% |
11.11.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'480 | 75'480 | 71'773 CHF | 72'528 CHF | 99.69% | 99.69% |
08.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 78'000 | 78'000 | 78'495 | 78'495 | 91'058 CHF | 91'843 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 1.16 CHF | 1.17 CHF | 79'000 | 79'000 | 81'047 | 81'047 | 108'640 CHF | 109'451 CHF | 98.92% | 98.92% |