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 | 0.56% | 1.83 CHF | 1.84 CHF | 58'800 | 58'800 | 57'747 | 57'747 | 102'030 CHF | 102'607 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 64'600 | 64'600 | 64'078 | 64'078 | 117'626 CHF | 118'267 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 61'700 | 61'700 | 61'690 | 61'690 | 106'320 CHF | 106'936 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 60'700 | 60'700 | 60'225 | 60'225 | 102'607 CHF | 103'209 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 55'300 | 55'300 | 55'709 | 55'709 | 99'480 CHF | 100'037 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 56'100 | 56'100 | 55'694 | 55'694 | 105'124 CHF | 105'681 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 1.95 CHF | 1.96 CHF | 69'400 | 69'400 | 67'916 | 67'916 | 121'975 CHF | 122'654 CHF | 99.85% | 99.85% |
11.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 65'100 | 65'100 | 65'028 | 65'028 | 102'345 CHF | 102'995 CHF | 99.66% | 99.66% |
08.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 76'400 | 76'400 | 76'216 | 76'216 | 121'837 CHF | 122'599 CHF | 99.48% | 99.48% |
07.11.2024 | 0.68% | 1.40 CHF | 1.41 CHF | 63'800 | 63'800 | 64'724 | 64'724 | 95'569 CHF | 96'217 CHF | 100.00% | 100.00% |