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 | 0.59% | 1.69 CHF | 1.70 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 148'451 CHF | 149'331 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 146'450 CHF | 147'330 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 147'293 CHF | 148'173 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 146'952 CHF | 147'832 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 145'621 CHF | 146'501 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 145'218 CHF | 146'098 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 147'579 CHF | 148'459 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 143'227 CHF | 144'067 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 148'560 CHF | 149'440 CHF | 99.19% | 99.19% |
07.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 88'000 | 88'000 | 85'142 | 85'142 | 144'473 CHF | 145'325 CHF | 100.00% | 100.00% |