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% | 1.63 CHF | 1.64 CHF | 55'000 | 55'000 | 54'078 | 54'078 | 89'295 CHF | 89'836 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 55'000 | 55'000 | 53'905 | 53'905 | 89'174 CHF | 89'714 CHF | 98.88% | 98.88% |
18.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 54'000 | 54'000 | 53'494 | 53'494 | 90'466 CHF | 91'001 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 92'619 CHF | 93'159 CHF | 72.13% | 72.13% |
14.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 54'000 | 54'000 | 53'493 | 53'493 | 91'829 CHF | 92'365 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 54'000 | 54'000 | 53'489 | 53'489 | 90'859 CHF | 91'394 CHF | 99.29% | 99.29% |
12.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 54'000 | 54'000 | 53'491 | 53'491 | 91'992 CHF | 92'528 CHF | 100.00% | 100.00% |
11.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 53'000 | 53'000 | 53'183 | 53'183 | 93'904 CHF | 94'437 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 54'000 | 54'000 | 53'464 | 53'464 | 94'302 CHF | 94'837 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 53'000 | 53'000 | 52'782 | 52'782 | 95'780 CHF | 96'308 CHF | 100.00% | 100.00% |