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 | 1.18% | 0.84 CHF | 0.85 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 45'248 CHF | 45'784 CHF | 99.44% | 99.44% |
19.11.2024 | 1.24% | 0.76 CHF | 0.77 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 43'020 CHF | 43'554 CHF | 99.47% | 99.47% |
18.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 52'363 CHF | 52'911 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 54'769 CHF | 55'319 CHF | 99.44% | 99.44% |
14.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 56'000 | 56'000 | 56'063 | 56'063 | 61'490 CHF | 62'050 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 56'000 | 56'000 | 56'460 | 56'460 | 63'171 CHF | 63'735 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 56'000 | 56'000 | 61'829 | 61'829 | 63'871 CHF | 64'489 CHF | 99.85% | 99.85% |
11.11.2024 | 0.87% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'480 | 75'480 | 86'061 CHF | 86'815 CHF | 99.67% | 99.67% |
08.11.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 78'000 | 78'000 | 78'491 | 78'491 | 106'578 CHF | 107'363 CHF | 99.19% | 99.19% |
07.11.2024 | 0.65% | 1.35 CHF | 1.36 CHF | 79'000 | 79'000 | 81'048 | 81'048 | 124'734 CHF | 125'545 CHF | 98.92% | 98.92% |