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 | 0.98% | 1.98 CHF | 1.99 CHF | 126'000 | 126'000 | 44'348 | 44'348 | 84'421 CHF | 85'033 CHF | 99.78% | 99.78% |
19.11.2024 | 0.98% | 1.82 CHF | 1.83 CHF | 130'000 | 130'000 | 45'125 | 45'125 | 81'765 CHF | 82'384 CHF | 100.00% | 100.00% |
18.11.2024 | 0.95% | 1.87 CHF | 1.88 CHF | 128'000 | 128'000 | 44'551 | 44'551 | 83'714 CHF | 84'327 CHF | 99.91% | 99.91% |
15.11.2024 | 0.92% | 1.90 CHF | 1.91 CHF | 128'000 | 128'000 | 43'879 | 43'879 | 85'018 CHF | 85'620 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 2.05 CHF | 2.06 CHF | 124'000 | 124'000 | 42'438 | 42'438 | 84'377 CHF | 84'953 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 1.94 CHF | 1.95 CHF | 126'000 | 126'000 | 44'147 | 44'147 | 85'512 CHF | 86'120 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 1.96 CHF | 1.97 CHF | 126'000 | 126'000 | 43'804 | 43'804 | 86'639 CHF | 87'239 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 2.12 CHF | 2.13 CHF | 124'000 | 124'000 | 43'145 | 43'145 | 88'829 CHF | 89'421 CHF | 99.78% | 99.78% |
08.11.2024 | 1.44% | 2.05 CHF | 2.06 CHF | 126'000 | 126'000 | 35'278 | 35'278 | 70'187 CHF | 70'731 CHF | 99.21% | 99.21% |
07.11.2024 | 0.78% | 2.40 CHF | 2.41 CHF | 118'000 | 118'000 | 41'176 | 41'176 | 97'087 CHF | 97'652 CHF | 99.85% | 99.85% |