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 | 1.08% | 0.92 CHF | 0.93 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 49'647 CHF | 50'183 CHF | 99.44% | 99.44% |
19.11.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 47'460 CHF | 47'993 CHF | 99.47% | 99.47% |
18.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 56'902 CHF | 57'449 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 59'273 CHF | 59'822 CHF | 99.44% | 99.44% |
14.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 56'000 | 56'000 | 56'063 | 56'063 | 66'320 CHF | 66'880 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 56'000 | 56'000 | 56'460 | 56'460 | 68'065 CHF | 68'630 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 56'000 | 56'000 | 61'828 | 61'828 | 69'073 CHF | 69'691 CHF | 99.86% | 99.86% |
11.11.2024 | 0.80% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'480 | 75'480 | 93'479 CHF | 94'234 CHF | 99.70% | 99.70% |
08.11.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 78'000 | 78'000 | 78'491 | 78'491 | 114'137 CHF | 114'922 CHF | 99.24% | 99.24% |
07.11.2024 | 0.62% | 1.45 CHF | 1.46 CHF | 79'000 | 79'000 | 81'048 | 81'048 | 132'266 CHF | 133'077 CHF | 98.92% | 98.92% |