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 | 1.72% | 1.05 CHF | 1.06 CHF | 58'000 | 58'000 | 26'296 | 26'296 | 27'383 CHF | 27'783 CHF | 99.37% | 99.37% |
19.11.2024 | 1.72% | 1.04 CHF | 1.05 CHF | 58'000 | 58'000 | 26'256 | 26'256 | 27'267 CHF | 27'667 CHF | 100.00% | 100.00% |
18.11.2024 | 1.58% | 1.10 CHF | 1.11 CHF | 57'000 | 57'000 | 25'888 | 25'888 | 29'083 CHF | 29'477 CHF | 99.87% | 99.87% |
15.11.2024 | 1.65% | 1.14 CHF | 1.15 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 28'465 CHF | 28'863 CHF | 99.72% | 99.72% |
14.11.2024 | 1.52% | 1.16 CHF | 1.17 CHF | 57'000 | 57'000 | 25'344 | 25'344 | 29'931 CHF | 30'315 CHF | 98.67% | 98.67% |
13.11.2024 | 1.56% | 1.22 CHF | 1.23 CHF | 56'000 | 56'000 | 25'775 | 25'775 | 30'044 CHF | 30'437 CHF | 100.00% | 100.00% |
12.11.2024 | 1.48% | 1.15 CHF | 1.16 CHF | 57'000 | 57'000 | 25'584 | 25'584 | 30'582 CHF | 30'970 CHF | 99.88% | 99.88% |
11.11.2024 | 1.55% | 1.21 CHF | 1.22 CHF | 57'000 | 57'000 | 25'419 | 25'419 | 30'426 CHF | 30'815 CHF | 99.76% | 99.76% |
08.11.2024 | 1.69% | 1.14 CHF | 1.15 CHF | 58'000 | 58'000 | 26'549 | 26'549 | 28'390 CHF | 28'792 CHF | 98.52% | 98.52% |
07.11.2024 | 1.55% | 1.07 CHF | 1.08 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 29'758 CHF | 30'157 CHF | 100.00% | 100.00% |