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% | 1.43 CHF | 1.44 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 135'746 CHF | 136'677 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 93'000 | 93'000 | 93'520 | 93'520 | 134'608 CHF | 135'543 CHF | 100.00% | 100.00% |
18.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 137'278 CHF | 138'204 CHF | 100.00% | 100.00% |
15.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 93'000 | 93'000 | 92'596 | 92'596 | 136'056 CHF | 136'982 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 93'000 | 93'000 | 93'649 | 93'649 | 132'896 CHF | 133'833 CHF | 99.33% | 99.33% |
13.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 96'000 | 96'000 | 95'677 | 95'677 | 124'466 CHF | 125'422 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 1.28 CHF | 1.29 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 129'459 CHF | 130'405 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 134'402 CHF | 135'332 CHF | 99.93% | 99.93% |
08.11.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 135'697 CHF | 136'626 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 139'196 CHF | 140'110 CHF | 100.00% | 100.00% |