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 | 0.77% | 1.30 CHF | 1.31 CHF | 60'300 | 60'300 | 58'821 | 58'821 | 76'438 CHF | 77'026 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 62'400 | 62'400 | 60'710 | 60'710 | 76'391 CHF | 76'998 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 64'700 | 64'700 | 63'015 | 63'015 | 77'213 CHF | 77'843 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 68'700 | 68'700 | 66'362 | 66'362 | 78'304 CHF | 78'968 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 68'100 | 68'100 | 66'579 | 66'579 | 74'426 CHF | 75'092 CHF | 99.35% | 99.35% |
13.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 68'100 | 68'100 | 66'215 | 66'215 | 76'545 CHF | 77'207 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 63'600 | 63'600 | 62'821 | 62'821 | 73'027 CHF | 73'655 CHF | 68.32% | 100.00% |
11.11.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 58'700 | 58'700 | 56'217 | 56'217 | 72'917 CHF | 73'479 CHF | 99.93% | 99.93% |
08.11.2024 | 0.70% | 1.35 CHF | 1.36 CHF | 48'700 | 48'700 | 46'653 | 46'653 | 66'102 CHF | 66'569 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50'100 | 50'100 | 48'829 | 48'829 | 81'965 CHF | 82'453 CHF | 98.53% | 98.53% |