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 | 0.83% | 1.81 CHF | 1.82 CHF | 132'000 | 132'000 | 58'459 | 58'459 | 108'727 CHF | 109'487 CHF | 99.34% | 99.34% |
19.11.2024 | 0.82% | 1.87 CHF | 1.88 CHF | 131'000 | 131'000 | 58'577 | 58'577 | 109'375 CHF | 110'135 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 1.89 CHF | 1.90 CHF | 130'000 | 130'000 | 58'173 | 58'173 | 109'632 CHF | 110'389 CHF | 99.78% | 99.78% |
15.11.2024 | 0.82% | 1.89 CHF | 1.90 CHF | 130'000 | 130'000 | 58'118 | 58'118 | 109'717 CHF | 110'473 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.89 CHF | 1.90 CHF | 130'000 | 130'000 | 58'308 | 58'308 | 110'722 CHF | 111'483 CHF | 98.57% | 98.57% |
13.11.2024 | 0.79% | 1.89 CHF | 1.90 CHF | 130'000 | 130'000 | 57'751 | 57'751 | 111'261 CHF | 112'010 CHF | 99.80% | 99.80% |
12.11.2024 | 0.79% | 1.96 CHF | 1.97 CHF | 128'000 | 128'000 | 57'703 | 57'703 | 112'882 CHF | 113'631 CHF | 99.88% | 99.88% |
11.11.2024 | 0.80% | 1.97 CHF | 1.98 CHF | 128'000 | 128'000 | 57'768 | 57'768 | 112'846 CHF | 113'598 CHF | 99.90% | 99.90% |
08.11.2024 | 0.83% | 1.91 CHF | 1.92 CHF | 130'000 | 130'000 | 59'199 | 59'199 | 110'724 CHF | 111'492 CHF | 99.05% | 99.05% |
07.11.2024 | 0.82% | 1.84 CHF | 1.85 CHF | 133'000 | 133'000 | 59'035 | 59'035 | 110'189 CHF | 110'954 CHF | 100.00% | 100.00% |