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 | 0.69% | 1.43 CHF | 1.44 CHF | 65'000 | 65'000 | 64'391 | 64'390 | 93'437 CHF | 94'081 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 65'000 | 65'000 | 64'391 | 64'390 | 93'576 CHF | 94'220 CHF | 100.00% | 100.00% |
18.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 65'000 | 65'000 | 64'391 | 64'390 | 95'726 CHF | 96'370 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 98'182 CHF | 98'832 CHF | 78.21% | 78.21% |
14.11.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 65'000 | 65'000 | 64'390 | 64'390 | 97'397 CHF | 98'041 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 65'000 | 65'000 | 64'388 | 64'388 | 96'170 CHF | 96'814 CHF | 99.67% | 99.67% |
12.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 65'000 | 65'000 | 64'395 | 64'390 | 97'837 CHF | 98'475 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 65'000 | 65'000 | 64'390 | 64'390 | 100'765 CHF | 101'409 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 65'000 | 65'000 | 64'392 | 64'391 | 100'488 CHF | 101'132 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 65'000 | 65'000 | 64'391 | 64'391 | 103'745 CHF | 104'390 CHF | 100.00% | 100.00% |