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 | 0.89% | 1.11 CHF | 1.12 CHF | 55'000 | 55'000 | 54'008 | 54'008 | 60'771 CHF | 61'311 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 55'000 | 55'000 | 53'931 | 53'931 | 60'884 CHF | 61'424 CHF | 98.88% | 98.88% |
18.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 54'000 | 54'000 | 53'493 | 53'493 | 62'136 CHF | 62'672 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 64'031 CHF | 64'571 CHF | 71.89% | 71.89% |
14.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 54'000 | 54'000 | 53'492 | 53'492 | 63'757 CHF | 64'293 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 54'000 | 54'000 | 53'489 | 53'489 | 62'678 CHF | 63'214 CHF | 99.32% | 99.32% |
12.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 54'000 | 54'000 | 53'492 | 53'492 | 63'879 CHF | 64'414 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 53'000 | 53'000 | 53'149 | 53'149 | 65'890 CHF | 66'422 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 54'000 | 54'000 | 53'458 | 53'458 | 65'973 CHF | 66'508 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 53'000 | 53'000 | 52'748 | 52'748 | 67'819 CHF | 68'347 CHF | 100.00% | 100.00% |