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 | 0.76% | 1.28 CHF | 1.29 CHF | 46'000 | 46'000 | 45'148 | 45'148 | 59'223 CHF | 59'675 CHF | 99.44% | 99.44% |
19.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 45'000 | 45'000 | 45'009 | 45'009 | 59'189 CHF | 59'639 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 45'000 | 45'000 | 45'369 | 45'369 | 58'834 CHF | 59'288 CHF | 99.88% | 99.88% |
15.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 58'458 CHF | 58'918 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 45'000 | 45'000 | 45'984 | 45'984 | 58'903 CHF | 59'363 CHF | 98.51% | 98.51% |
13.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 46'000 | 46'000 | 45'993 | 45'993 | 58'495 CHF | 58'955 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 59'630 CHF | 60'080 CHF | 99.88% | 99.88% |
11.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 45'000 | 45'000 | 44'327 | 44'327 | 60'990 CHF | 61'434 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 44'000 | 44'000 | 44'042 | 44'042 | 60'820 CHF | 61'261 CHF | 98.30% | 98.30% |
07.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 61'480 CHF | 61'920 CHF | 100.00% | 100.00% |