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 | 0.67% | 1.53 CHF | 1.54 CHF | 80'000 | 80'000 | 36'581 | 36'581 | 55'557 CHF | 55'924 CHF | 99.39% | 99.39% |
19.11.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 82'000 | 82'000 | 36'853 | 36'853 | 53'497 CHF | 53'867 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.45 CHF | 1.46 CHF | 82'000 | 82'000 | 36'850 | 36'850 | 52'580 CHF | 52'949 CHF | 99.88% | 99.88% |
15.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 82'000 | 82'000 | 36'736 | 36'736 | 54'022 CHF | 54'390 CHF | 99.72% | 99.72% |
14.11.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 82'000 | 82'000 | 36'091 | 36'091 | 54'139 CHF | 54'501 CHF | 98.38% | 98.38% |
13.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 81'000 | 81'000 | 36'669 | 36'669 | 55'471 CHF | 55'839 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 81'000 | 81'000 | 36'571 | 36'571 | 55'775 CHF | 56'141 CHF | 99.88% | 99.88% |
11.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 80'000 | 80'000 | 35'644 | 35'644 | 55'590 CHF | 55'947 CHF | 99.90% | 99.90% |
08.11.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 80'000 | 80'000 | 36'551 | 36'551 | 56'588 CHF | 56'955 CHF | 99.04% | 99.04% |
07.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 81'000 | 81'000 | 35'878 | 35'878 | 55'143 CHF | 55'502 CHF | 99.90% | 99.90% |