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 | 0.63% | 1.57 CHF | 1.58 CHF | 49'000 | 49'000 | 49'161 | 49'161 | 77'323 CHF | 77'814 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 49'000 | 49'000 | 49'932 | 49'932 | 76'184 CHF | 76'683 CHF | 100.00% | 100.00% |
18.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 49'000 | 49'000 | 49'337 | 49'337 | 76'453 CHF | 76'947 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 78'166 CHF | 78'656 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 49'000 | 49'000 | 49'415 | 49'415 | 77'279 CHF | 77'773 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 49'661 | 49'661 | 76'205 CHF | 76'702 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 49'129 | 49'129 | 77'226 CHF | 77'717 CHF | 99.85% | 99.85% |
11.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 49'000 | 49'000 | 48'868 | 48'868 | 80'784 CHF | 81'273 CHF | 99.69% | 99.69% |
08.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 49'000 | 49'000 | 48'949 | 48'949 | 80'503 CHF | 80'993 CHF | 99.22% | 99.22% |
07.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 49'000 | 49'000 | 48'489 | 48'489 | 79'950 CHF | 80'435 CHF | 100.00% | 100.00% |