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 | 0.59% | 1.75 CHF | 1.76 CHF | 80'000 | 80'000 | 36'578 | 36'578 | 63'583 CHF | 63'949 CHF | 99.37% | 99.37% |
19.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 82'000 | 82'000 | 36'852 | 36'852 | 61'565 CHF | 61'935 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 82'000 | 82'000 | 36'868 | 36'868 | 60'698 CHF | 61'068 CHF | 99.87% | 99.87% |
15.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 82'000 | 82'000 | 36'735 | 36'735 | 62'086 CHF | 62'455 CHF | 99.72% | 99.72% |
14.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 82'000 | 82'000 | 36'087 | 36'087 | 62'054 CHF | 62'416 CHF | 98.47% | 98.47% |
13.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 81'000 | 81'000 | 36'669 | 36'669 | 63'478 CHF | 63'846 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 81'000 | 81'000 | 36'570 | 36'570 | 63'766 CHF | 64'132 CHF | 99.88% | 99.88% |
11.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 80'000 | 80'000 | 35'641 | 35'641 | 63'357 CHF | 63'714 CHF | 99.90% | 99.90% |
08.11.2024 | 0.58% | 1.79 CHF | 1.80 CHF | 80'000 | 80'000 | 36'549 | 36'549 | 64'491 CHF | 64'857 CHF | 99.04% | 99.04% |
07.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 62'873 CHF | 63'233 CHF | 99.90% | 99.90% |