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 | 0.86% | 1.74 CHF | 1.75 CHF | 132'000 | 132'000 | 58'499 | 58'499 | 104'767 CHF | 105'528 CHF | 99.45% | 99.45% |
19.11.2024 | 0.86% | 1.80 CHF | 1.81 CHF | 131'000 | 131'000 | 58'567 | 58'567 | 105'335 CHF | 106'095 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.82 CHF | 1.83 CHF | 130'000 | 130'000 | 57'960 | 57'960 | 105'286 CHF | 106'042 CHF | 99.46% | 99.46% |
15.11.2024 | 0.85% | 1.82 CHF | 1.83 CHF | 130'000 | 130'000 | 58'103 | 58'103 | 105'657 CHF | 106'413 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 1.82 CHF | 1.83 CHF | 130'000 | 130'000 | 58'209 | 58'209 | 106'566 CHF | 107'325 CHF | 98.49% | 98.49% |
13.11.2024 | 0.82% | 1.82 CHF | 1.83 CHF | 130'000 | 130'000 | 57'513 | 57'513 | 106'846 CHF | 107'594 CHF | 99.05% | 99.05% |
12.11.2024 | 0.82% | 1.89 CHF | 1.90 CHF | 128'000 | 128'000 | 57'704 | 57'704 | 108'970 CHF | 109'719 CHF | 99.88% | 99.88% |
11.11.2024 | 0.83% | 1.91 CHF | 1.92 CHF | 128'000 | 128'000 | 57'764 | 57'764 | 108'892 CHF | 109'644 CHF | 99.90% | 99.90% |
08.11.2024 | 0.86% | 1.84 CHF | 1.85 CHF | 130'000 | 130'000 | 59'197 | 59'197 | 106'715 CHF | 107'482 CHF | 99.04% | 99.04% |
07.11.2024 | 0.85% | 1.77 CHF | 1.78 CHF | 133'000 | 133'000 | 59'005 | 59'005 | 106'099 CHF | 106'863 CHF | 100.00% | 100.00% |