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 | 0.71% | 1.41 CHF | 1.42 CHF | 86'000 | 86'000 | 84'982 | 84'982 | 119'095 CHF | 119'945 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 84'000 | 84'000 | 85'480 | 85'480 | 120'007 CHF | 120'862 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 84'000 | 84'000 | 83'816 | 83'816 | 115'629 CHF | 116'467 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 84'000 | 84'000 | 82'607 | 82'607 | 113'518 CHF | 114'344 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 84'000 | 84'000 | 84'269 | 84'269 | 117'457 CHF | 118'300 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 116'714 CHF | 117'554 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 84'000 | 84'000 | 82'655 | 82'655 | 113'530 CHF | 114'356 CHF | 99.85% | 99.85% |
11.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 80'000 | 80'000 | 79'966 | 79'966 | 105'643 CHF | 106'442 CHF | 99.65% | 99.65% |
08.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 80'000 | 80'000 | 79'985 | 79'985 | 106'337 CHF | 107'137 CHF | 98.74% | 98.74% |
07.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 78'000 | 78'000 | 77'685 | 77'685 | 100'593 CHF | 101'370 CHF | 99.44% | 99.44% |