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 | 0.58% | 1.68 CHF | 1.69 CHF | 38'200 | 38'200 | 37'555 | 37'555 | 64'701 CHF | 65'076 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 34'900 | 34'900 | 35'445 | 35'445 | 61'843 CHF | 62'197 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 33'300 | 33'300 | 33'163 | 33'163 | 61'827 CHF | 62'159 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 33'700 | 33'700 | 33'561 | 33'561 | 66'265 CHF | 66'601 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 33'800 | 33'800 | 33'661 | 33'661 | 65'873 CHF | 66'210 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 34'100 | 34'100 | 33'959 | 33'959 | 64'048 CHF | 64'387 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 33'100 | 33'100 | 32'964 | 32'964 | 63'800 CHF | 64'130 CHF | 100.00% | 100.00% |
11.11.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 32'600 | 32'600 | 32'011 | 32'011 | 66'452 CHF | 66'772 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 2.05 CHF | 2.06 CHF | 32'300 | 32'300 | 31'145 | 31'145 | 65'579 CHF | 65'890 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 32'600 | 32'600 | 32'711 | 32'711 | 67'538 CHF | 67'865 CHF | 100.00% | 100.00% |