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 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 80'000 | 36'571 | 36'571 | 25'607 CHF | 25'973 CHF | 99.33% | 99.33% |
19.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 82'000 | 82'000 | 36'855 | 36'855 | 27'979 CHF | 28'349 CHF | 100.00% | 100.00% |
18.11.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 82'000 | 82'000 | 36'829 | 36'829 | 29'305 CHF | 29'674 CHF | 99.77% | 99.77% |
15.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 82'000 | 82'000 | 36'816 | 36'816 | 27'915 CHF | 28'284 CHF | 99.90% | 99.90% |
14.11.2024 | 1.42% | 0.77 CHF | 0.78 CHF | 82'000 | 82'000 | 36'160 | 36'160 | 26'454 CHF | 26'817 CHF | 98.58% | 98.58% |
13.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 81'000 | 81'000 | 36'667 | 36'667 | 25'828 CHF | 26'195 CHF | 100.00% | 100.00% |
12.11.2024 | 1.48% | 0.72 CHF | 0.73 CHF | 81'000 | 81'000 | 36'569 | 36'569 | 25'191 CHF | 25'557 CHF | 99.88% | 99.88% |
11.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 80'000 | 80'000 | 35'641 | 35'641 | 23'531 CHF | 23'888 CHF | 99.90% | 99.90% |
08.11.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 80'000 | 80'000 | 36'546 | 36'546 | 23'969 CHF | 24'335 CHF | 99.05% | 99.05% |
07.11.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 81'000 | 81'000 | 35'876 | 35'876 | 24'050 CHF | 24'410 CHF | 99.90% | 99.90% |