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 | 0.69% | 1.44 CHF | 1.45 CHF | 55'700 | 55'700 | 55'470 | 55'470 | 80'059 CHF | 80'613 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 56'300 | 56'300 | 56'068 | 56'068 | 79'715 CHF | 80'276 CHF | 99.89% | 99.89% |
18.11.2024 | 0.75% | 1.40 CHF | 1.41 CHF | 62'800 | 62'800 | 62'127 | 62'127 | 82'800 CHF | 83'422 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 66'900 | 66'900 | 66'624 | 66'624 | 82'685 CHF | 83'351 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 78'600 | 78'600 | 77'704 | 77'704 | 88'175 CHF | 88'952 CHF | 99.45% | 99.45% |
13.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 73'500 | 73'500 | 73'197 | 73'197 | 78'741 CHF | 79'473 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 76'800 | 76'800 | 76'484 | 76'484 | 80'141 CHF | 80'906 CHF | 99.90% | 99.90% |
11.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 73'300 | 73'300 | 72'998 | 72'998 | 74'014 CHF | 74'744 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 74'600 | 74'600 | 74'289 | 74'289 | 76'893 CHF | 77'635 CHF | 98.94% | 98.94% |
07.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 69'711 | 69'711 | 71'350 CHF | 72'047 CHF | 100.00% | 100.00% |