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 | 0.58% | 1.70 CHF | 1.71 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 161'148 CHF | 162'079 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 93'000 | 93'000 | 93'519 | 93'519 | 160'103 CHF | 161'038 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 162'621 CHF | 163'548 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 93'000 | 93'000 | 92'596 | 92'596 | 161'507 CHF | 162'433 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 93'000 | 93'000 | 93'648 | 93'648 | 158'579 CHF | 159'515 CHF | 99.33% | 99.33% |
13.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 96'000 | 96'000 | 95'676 | 95'676 | 150'667 CHF | 151'624 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 1.55 CHF | 1.56 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 155'298 CHF | 156'244 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 159'861 CHF | 160'791 CHF | 99.93% | 99.93% |
08.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 161'085 CHF | 162'014 CHF | 100.00% | 100.00% |
07.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 164'366 CHF | 165'280 CHF | 100.00% | 100.00% |