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 | 0.69% | 1.41 CHF | 1.42 CHF | 182'700 | 182'700 | 88'206 | 88'206 | 129'539 CHF | 130'423 CHF | 99.89% | 99.89% |
19.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 184'400 | 184'400 | 89'599 | 89'599 | 129'867 CHF | 130'764 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.51 CHF | 1.52 CHF | 197'800 | 197'800 | 95'328 | 95'328 | 137'342 CHF | 138'296 CHF | 99.86% | 99.86% |
15.11.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 184'800 | 184'800 | 88'973 | 88'973 | 126'736 CHF | 127'627 CHF | 99.77% | 99.77% |
14.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 178'500 | 178'500 | 85'002 | 85'002 | 133'563 CHF | 134'414 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 159'800 | 159'800 | 76'988 | 76'988 | 130'701 CHF | 131'472 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.75 CHF | 1.76 CHF | 145'500 | 145'500 | 68'935 | 68'935 | 125'951 CHF | 126'641 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 139'800 | 139'800 | 67'418 | 67'418 | 127'746 CHF | 128'421 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 134'500 | 134'500 | 63'794 | 63'794 | 127'695 CHF | 128'334 CHF | 99.85% | 99.85% |
07.11.2024 | 0.55% | 1.94 CHF | 1.95 CHF | 147'100 | 147'100 | 72'050 | 72'050 | 136'478 CHF | 137'202 CHF | 100.00% | 100.00% |