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 | 0.66% | 1.48 CHF | 1.49 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 169'055 CHF | 170'178 CHF | 99.48% | 99.48% |
19.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 167'798 CHF | 168'927 CHF | 100.00% | 100.00% |
18.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 167'143 CHF | 168'273 CHF | 99.89% | 99.89% |
15.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 113'000 | 113'000 | 113'673 | 113'673 | 165'813 CHF | 166'950 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 114'000 | 114'000 | 114'610 | 114'610 | 161'676 CHF | 162'822 CHF | 98.66% | 98.66% |
13.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 157'938 CHF | 159'094 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 117'000 | 117'000 | 115'586 | 115'586 | 157'498 CHF | 158'654 CHF | 99.88% | 99.88% |
11.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 114'000 | 114'000 | 114'636 | 114'636 | 162'100 CHF | 163'247 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 157'015 CHF | 158'174 CHF | 98.29% | 98.29% |
07.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 162'314 CHF | 163'460 CHF | 100.00% | 100.00% |