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 | 0.55% | 1.80 CHF | 1.81 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 102'115 CHF | 102'675 CHF | 99.43% | 99.43% |
19.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 56'000 | 56'000 | 56'527 | 56'527 | 101'610 CHF | 102'175 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 103'096 CHF | 103'656 CHF | 99.88% | 99.88% |
15.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 102'380 CHF | 102'940 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 56'000 | 56'000 | 58'614 | 58'614 | 103'339 CHF | 103'925 CHF | 98.51% | 98.51% |
13.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 60'000 | 60'000 | 58'264 | 58'264 | 102'704 CHF | 103'287 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 102'471 CHF | 103'031 CHF | 99.88% | 99.88% |
11.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 104'374 CHF | 104'934 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 102'732 CHF | 103'292 CHF | 99.05% | 99.05% |
07.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 105'898 CHF | 106'458 CHF | 100.00% | 100.00% |