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 | 0.55% | 1.82 CHF | 1.83 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 96'005 CHF | 96'532 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 95'135 CHF | 95'671 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 93'281 CHF | 93'816 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 91'477 CHF | 92'018 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 56'000 | 56'000 | 54'754 | 54'754 | 88'591 CHF | 89'139 CHF | 99.33% | 99.33% |
13.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 90'499 CHF | 91'044 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 56'000 | 56'000 | 55'307 | 55'307 | 92'307 CHF | 92'860 CHF | 68.32% | 100.00% |
11.11.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 55'000 | 55'000 | 52'700 | 52'700 | 95'723 CHF | 96'250 CHF | 99.93% | 99.93% |
08.11.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 54'000 | 54'000 | 51'727 | 51'727 | 99'782 CHF | 100'299 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 51'000 | 51'000 | 49'705 | 49'705 | 107'314 CHF | 107'811 CHF | 98.53% | 98.53% |