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 | 0.78% | 1.92 CHF | 1.93 CHF | 132'000 | 132'000 | 58'457 | 58'457 | 115'021 CHF | 115'781 CHF | 99.33% | 99.33% |
19.11.2024 | 0.78% | 1.98 CHF | 1.99 CHF | 131'000 | 131'000 | 58'562 | 58'562 | 115'665 CHF | 116'426 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 2.00 CHF | 2.01 CHF | 130'000 | 130'000 | 58'168 | 58'168 | 115'931 CHF | 116'687 CHF | 99.78% | 99.78% |
15.11.2024 | 0.78% | 2.00 CHF | 2.01 CHF | 130'000 | 130'000 | 58'112 | 58'112 | 116'011 CHF | 116'766 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 2.00 CHF | 2.01 CHF | 130'000 | 130'000 | 58'333 | 58'333 | 117'089 CHF | 117'850 CHF | 98.52% | 98.52% |
13.11.2024 | 0.75% | 1.99 CHF | 2.00 CHF | 130'000 | 130'000 | 57'747 | 57'747 | 117'501 CHF | 118'250 CHF | 99.80% | 99.80% |
12.11.2024 | 0.75% | 2.07 CHF | 2.08 CHF | 128'000 | 128'000 | 57'682 | 57'682 | 119'085 CHF | 119'833 CHF | 99.90% | 99.90% |
11.11.2024 | 0.76% | 2.08 CHF | 2.09 CHF | 128'000 | 128'000 | 57'762 | 57'762 | 119'020 CHF | 119'772 CHF | 99.90% | 99.90% |
08.11.2024 | 0.79% | 2.02 CHF | 2.03 CHF | 130'000 | 130'000 | 59'192 | 59'192 | 117'018 CHF | 117'786 CHF | 99.05% | 99.05% |
07.11.2024 | 0.78% | 1.95 CHF | 1.96 CHF | 133'000 | 133'000 | 59'022 | 59'022 | 116'442 CHF | 117'206 CHF | 100.00% | 100.00% |