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 | 0.61% | 1.58 CHF | 1.59 CHF | 48'500 | 48'500 | 47'541 | 47'541 | 77'907 CHF | 78'383 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 44'700 | 44'700 | 44'777 | 44'777 | 72'022 CHF | 72'470 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 1.77 CHF | 1.78 CHF | 43'200 | 43'200 | 42'609 | 42'609 | 78'798 CHF | 79'224 CHF | 100.00% | 100.00% |
15.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 46'800 | 46'800 | 46'215 | 46'215 | 84'406 CHF | 84'868 CHF | 99.49% | 99.49% |
14.11.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50'300 | 50'300 | 50'917 | 50'917 | 79'699 CHF | 80'209 CHF | 99.35% | 99.35% |
13.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 52'300 | 52'300 | 52'677 | 52'677 | 77'204 CHF | 77'731 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.48 CHF | 1.49 CHF | 46'200 | 46'200 | 44'771 | 44'771 | 71'264 CHF | 71'712 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 1.77 CHF | 1.78 CHF | 56'100 | 56'100 | 57'174 | 57'174 | 95'649 CHF | 96'221 CHF | 99.38% | 99.38% |
08.11.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 59'000 | 59'000 | 58'335 | 58'335 | 72'680 CHF | 73'263 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 62'900 | 62'900 | 62'773 | 62'773 | 85'653 CHF | 86'280 CHF | 99.43% | 99.43% |