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 | 0.54% | 1.82 CHF | 1.83 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 154'424 CHF | 155'253 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 83'000 | 83'000 | 83'015 | 83'015 | 151'774 CHF | 152'604 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 81'000 | 81'000 | 81'961 | 81'961 | 156'777 CHF | 157'597 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 157'757 CHF | 158'570 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 81'000 | 81'000 | 82'676 | 82'676 | 154'411 CHF | 155'237 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 83'000 | 83'000 | 84'507 | 84'507 | 148'576 CHF | 149'421 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 1.69 CHF | 1.70 CHF | 85'000 | 85'000 | 83'328 | 83'328 | 149'368 CHF | 150'202 CHF | 99.85% | 99.85% |
11.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 81'000 | 81'000 | 81'068 | 81'068 | 158'014 CHF | 158'825 CHF | 99.72% | 99.72% |
08.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 83'000 | 83'000 | 79'193 | 79'193 | 156'491 CHF | 157'304 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 77'000 | 77'000 | 77'268 | 77'268 | 177'615 CHF | 178'388 CHF | 100.00% | 100.00% |