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 | 0.61% | 1.62 CHF | 1.63 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 142'736 CHF | 143'616 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 141'003 CHF | 141'883 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 141'570 CHF | 142'450 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 141'282 CHF | 142'162 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 139'720 CHF | 140'600 CHF | 99.90% | 99.90% |
13.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 139'566 CHF | 140'446 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 142'028 CHF | 142'908 CHF | 100.00% | 100.00% |
11.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 137'928 CHF | 138'768 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 143'211 CHF | 144'091 CHF | 99.18% | 99.18% |
07.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 88'000 | 88'000 | 85'142 | 85'142 | 139'120 CHF | 139'971 CHF | 100.00% | 100.00% |