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% | 1.87 CHF | 1.88 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 79'026 CHF | 79'451 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 79'555 CHF | 79'983 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 76'092 CHF | 76'511 CHF | 100.00% | 100.00% |
15.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 74'536 CHF | 74'949 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 77'588 CHF | 78'009 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 77'029 CHF | 77'449 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 74'501 CHF | 74'914 CHF | 99.85% | 99.85% |
11.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 67'877 CHF | 68'277 CHF | 99.71% | 99.71% |
08.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 68'444 CHF | 68'844 CHF | 100.00% | 100.00% |
07.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 63'920 CHF | 64'309 CHF | 99.44% | 99.44% |