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 | 0.56% | 1.76 CHF | 1.77 CHF | 49'000 | 49'000 | 49'161 | 49'161 | 87'015 CHF | 87'507 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 49'000 | 49'000 | 49'932 | 49'932 | 86'038 CHF | 86'537 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 49'000 | 49'000 | 49'337 | 49'337 | 86'230 CHF | 86'724 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 87'851 CHF | 88'341 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 49'000 | 49'000 | 49'415 | 49'415 | 87'037 CHF | 87'531 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 49'661 | 49'661 | 85'998 CHF | 86'495 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 49'129 | 49'129 | 86'930 CHF | 87'421 CHF | 99.85% | 99.85% |
11.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 49'000 | 49'000 | 48'868 | 48'868 | 90'456 CHF | 90'945 CHF | 99.69% | 99.69% |
08.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 49'000 | 49'000 | 48'950 | 48'950 | 90'204 CHF | 90'694 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 49'000 | 49'000 | 48'489 | 48'489 | 89'608 CHF | 90'092 CHF | 100.00% | 100.00% |