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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.21% | 1.33 CHF | 1.35 CHF | 60'000 | 60'000 | 26'989 | 26'989 | 30'920 CHF | 31'454 CHF | 100.00% | 100.00% |
20.11.2024 | 2.27% | 0.85 CHF | 0.86 CHF | 66'000 | 66'000 | 28'981 | 28'981 | 28'134 CHF | 28'656 CHF | 99.57% | 99.57% |
19.11.2024 | 2.71% | 1.03 CHF | 1.04 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 26'493 CHF | 27'017 CHF | 99.21% | 99.21% |
18.11.2024 | 2.47% | 0.75 CHF | 0.76 CHF | 68'000 | 68'000 | 30'453 | 30'453 | 22'168 CHF | 22'631 CHF | 99.90% | 99.90% |
15.11.2024 | 2.91% | 0.65 CHF | 0.66 CHF | 68'000 | 68'000 | 27'872 | 27'872 | 19'235 CHF | 19'688 CHF | 91.62% | 91.62% |
14.11.2024 | 1.53% | 1.34 CHF | 1.36 CHF | 60'000 | 60'000 | 26'349 | 26'349 | 35'014 CHF | 35'530 CHF | 99.72% | 99.72% |
13.11.2024 | 1.48% | 1.24 CHF | 1.25 CHF | 60'000 | 60'000 | 28'223 | 28'223 | 31'162 CHF | 31'529 CHF | 99.93% | 99.93% |
12.11.2024 | 1.41% | 1.06 CHF | 1.07 CHF | 64'000 | 64'000 | 28'399 | 28'399 | 30'837 CHF | 31'206 CHF | 99.93% | 99.93% |
11.11.2024 | 1.47% | 1.12 CHF | 1.13 CHF | 62'000 | 62'000 | 25'771 | 25'771 | 30'167 CHF | 30'524 CHF | 99.90% | 99.90% |
08.11.2024 | 1.24% | 1.34 CHF | 1.35 CHF | 60'000 | 60'000 | 27'962 | 27'962 | 35'695 CHF | 36'057 CHF | 97.41% | 97.41% |