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 | 0.80% | 1.87 CHF | 1.88 CHF | 132'000 | 132'000 | 58'464 | 58'464 | 111'947 CHF | 112'707 CHF | 99.38% | 99.38% |
19.11.2024 | 0.80% | 1.93 CHF | 1.94 CHF | 131'000 | 131'000 | 58'563 | 58'563 | 112'597 CHF | 113'357 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.94 CHF | 1.95 CHF | 130'000 | 130'000 | 58'114 | 58'114 | 112'750 CHF | 113'506 CHF | 99.73% | 99.73% |
15.11.2024 | 0.80% | 1.95 CHF | 1.96 CHF | 130'000 | 130'000 | 58'102 | 58'102 | 112'941 CHF | 113'697 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.94 CHF | 1.95 CHF | 130'000 | 130'000 | 58'298 | 58'298 | 114'017 CHF | 114'777 CHF | 98.65% | 98.65% |
13.11.2024 | 0.77% | 1.94 CHF | 1.95 CHF | 130'000 | 130'000 | 57'498 | 57'498 | 113'995 CHF | 114'742 CHF | 99.23% | 99.23% |
12.11.2024 | 0.77% | 2.02 CHF | 2.03 CHF | 128'000 | 128'000 | 57'685 | 57'685 | 116'099 CHF | 116'848 CHF | 99.88% | 99.88% |
11.11.2024 | 0.78% | 2.03 CHF | 2.04 CHF | 128'000 | 128'000 | 57'763 | 57'763 | 116'014 CHF | 116'766 CHF | 99.90% | 99.90% |
08.11.2024 | 0.81% | 1.96 CHF | 1.97 CHF | 130'000 | 130'000 | 59'194 | 59'194 | 113'946 CHF | 114'713 CHF | 99.04% | 99.04% |
07.11.2024 | 0.80% | 1.89 CHF | 1.90 CHF | 133'000 | 133'000 | 59'085 | 59'085 | 113'485 CHF | 114'250 CHF | 99.86% | 99.86% |