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 | 0.56% | 1.79 CHF | 1.80 CHF | 75'000 | 75'000 | 74'380 | 74'380 | 134'268 CHF | 135'013 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 76'000 | 76'000 | 75'245 | 75'245 | 131'140 CHF | 131'894 CHF | 98.74% | 98.74% |
18.11.2024 | 0.62% | 1.75 CHF | 1.76 CHF | 76'000 | 76'000 | 76'899 | 76'899 | 125'336 CHF | 126'106 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 77'000 | 77'000 | 77'433 | 77'433 | 128'844 CHF | 129'618 CHF | 70.82% | 70.82% |
14.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 76'000 | 76'000 | 75'576 | 75'576 | 130'534 CHF | 131'291 CHF | 100.00% | 100.00% |
13.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 77'000 | 77'000 | 76'530 | 76'530 | 127'438 CHF | 128'204 CHF | 99.82% | 99.82% |
12.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 78'000 | 78'000 | 76'333 | 76'333 | 128'864 CHF | 129'628 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 78'000 | 78'000 | 75'819 | 75'819 | 132'132 CHF | 132'891 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 76'000 | 76'000 | 74'439 | 74'439 | 141'442 CHF | 142'187 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 1.98 CHF | 1.99 CHF | 74'000 | 74'000 | 74'422 | 74'422 | 142'690 CHF | 143'435 CHF | 100.00% | 100.00% |