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 | 0.68% | 1.46 CHF | 1.47 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 76'890 CHF | 77'417 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 75'771 CHF | 76'306 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 73'849 CHF | 74'385 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 56'000 | 56'000 | 54'119 | 54'119 | 71'828 CHF | 72'369 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 56'000 | 56'000 | 54'753 | 54'753 | 68'677 CHF | 69'225 CHF | 99.33% | 99.33% |
13.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 70'736 CHF | 71'280 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 1.25 CHF | 1.26 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 72'142 CHF | 72'695 CHF | 68.32% | 100.00% |
11.11.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 55'000 | 55'000 | 52'699 | 52'699 | 76'445 CHF | 76'972 CHF | 99.93% | 99.93% |
08.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 54'000 | 54'000 | 51'726 | 51'726 | 80'965 CHF | 81'482 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 51'000 | 51'000 | 49'706 | 49'706 | 89'184 CHF | 89'681 CHF | 98.53% | 98.53% |