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 | 0.56% | 1.74 CHF | 1.75 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 198'239 CHF | 199'362 CHF | 99.48% | 99.48% |
19.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 197'100 CHF | 198'230 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 196'499 CHF | 197'629 CHF | 99.89% | 99.89% |
15.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 113'000 | 113'000 | 113'673 | 113'673 | 195'290 CHF | 196'427 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 191'415 CHF | 192'561 CHF | 98.53% | 98.53% |
13.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 187'937 CHF | 189'092 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 187'539 CHF | 188'695 CHF | 99.88% | 99.88% |
11.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 191'795 CHF | 192'942 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 187'124 CHF | 188'283 CHF | 98.29% | 98.29% |
07.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 192'023 CHF | 193'168 CHF | 100.00% | 100.00% |