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 | 1.32% | 0.75 CHF | 0.76 CHF | 54'000 | 54'000 | 53'628 | 53'628 | 40'255 CHF | 40'791 CHF | 99.44% | 99.44% |
19.11.2024 | 1.40% | 0.67 CHF | 0.68 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 38'131 CHF | 38'665 CHF | 99.47% | 99.47% |
18.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 47'299 CHF | 47'847 CHF | 100.00% | 100.00% |
15.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 49'628 CHF | 50'177 CHF | 99.44% | 99.44% |
14.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 56'000 | 56'000 | 56'062 | 56'062 | 56'231 CHF | 56'792 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 56'000 | 56'000 | 56'460 | 56'460 | 57'717 CHF | 58'281 CHF | 100.00% | 100.00% |
12.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 56'000 | 56'000 | 61'829 | 61'829 | 58'044 CHF | 58'662 CHF | 99.85% | 99.85% |
11.11.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'480 | 75'480 | 79'305 CHF | 80'060 CHF | 99.70% | 99.70% |
08.11.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 78'000 | 78'000 | 78'495 | 78'495 | 99'438 CHF | 100'223 CHF | 100.00% | 100.00% |
07.11.2024 | 0.70% | 1.26 CHF | 1.27 CHF | 79'000 | 79'000 | 81'048 | 81'048 | 117'008 CHF | 117'818 CHF | 98.92% | 98.92% |