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 | 0.53% | 1.90 CHF | 1.91 CHF | 44'000 | 44'000 | 44'228 | 44'228 | 83'707 CHF | 84'150 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 45'000 | 45'000 | 44'599 | 44'599 | 87'997 CHF | 88'443 CHF | 98.96% | 98.96% |
18.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 45'000 | 45'000 | 44'887 | 44'887 | 88'420 CHF | 88'869 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 1.96 CHF | 1.97 CHF | 45'000 | 45'000 | 43'586 | 43'586 | 76'741 CHF | 77'177 CHF | 71.74% | 71.74% |
14.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 42'000 | 42'000 | 41'315 | 41'315 | 62'529 CHF | 62'942 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 41'000 | 41'000 | 41'544 | 41'544 | 64'528 CHF | 64'944 CHF | 98.51% | 98.51% |
12.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 41'000 | 41'000 | 40'988 | 40'988 | 61'197 CHF | 61'608 CHF | 99.65% | 99.65% |
11.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 42'000 | 42'000 | 41'591 | 41'591 | 63'516 CHF | 63'932 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 42'000 | 42'000 | 42'032 | 42'032 | 67'854 CHF | 68'275 CHF | 100.00% | 100.00% |
07.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 42'000 | 42'000 | 42'486 | 42'486 | 70'050 CHF | 70'475 CHF | 100.00% | 100.00% |