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% | 1.75 CHF | 1.76 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 149'275 CHF | 150'104 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 83'000 | 83'000 | 83'015 | 83'015 | 146'519 CHF | 147'349 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 151'631 CHF | 152'450 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 152'601 CHF | 153'414 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 81'000 | 81'000 | 82'676 | 82'676 | 149'220 CHF | 150'046 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 83'000 | 83'000 | 84'507 | 84'507 | 143'330 CHF | 144'175 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 1.63 CHF | 1.64 CHF | 85'000 | 85'000 | 83'328 | 83'328 | 144'142 CHF | 144'975 CHF | 99.85% | 99.85% |
11.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 81'000 | 81'000 | 81'069 | 81'069 | 152'884 CHF | 153'695 CHF | 99.69% | 99.69% |
08.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 83'000 | 83'000 | 79'157 | 79'157 | 151'437 CHF | 152'250 CHF | 98.81% | 98.81% |
07.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 77'000 | 77'000 | 77'268 | 77'268 | 172'632 CHF | 173'405 CHF | 100.00% | 100.00% |