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 | 0.64% | 1.53 CHF | 1.54 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 130'298 CHF | 131'127 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 83'000 | 83'000 | 83'015 | 83'015 | 127'631 CHF | 128'461 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 81'000 | 81'000 | 81'961 | 81'961 | 132'916 CHF | 133'736 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 134'070 CHF | 134'883 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 81'000 | 81'000 | 82'676 | 82'676 | 130'357 CHF | 131'184 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 83'000 | 83'000 | 84'507 | 84'507 | 124'061 CHF | 124'907 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.40 CHF | 1.41 CHF | 85'000 | 85'000 | 83'328 | 83'328 | 125'140 CHF | 125'973 CHF | 99.85% | 99.85% |
11.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 81'000 | 81'000 | 81'068 | 81'068 | 134'407 CHF | 135'217 CHF | 99.68% | 99.68% |
08.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 83'000 | 83'000 | 79'157 | 79'157 | 133'398 CHF | 134'210 CHF | 98.78% | 98.78% |
07.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 77'000 | 77'000 | 77'268 | 77'268 | 155'059 CHF | 155'831 CHF | 100.00% | 100.00% |