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 | 0.61% | 1.69 CHF | 1.70 CHF | 80'000 | 80'000 | 36'575 | 36'575 | 61'161 CHF | 61'527 CHF | 99.34% | 99.34% |
19.11.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 82'000 | 82'000 | 36'852 | 36'852 | 59'207 CHF | 59'577 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 82'000 | 82'000 | 36'832 | 36'832 | 58'256 CHF | 58'625 CHF | 99.78% | 99.78% |
15.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 82'000 | 82'000 | 36'816 | 36'816 | 59'866 CHF | 60'235 CHF | 99.90% | 99.90% |
14.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 82'000 | 82'000 | 36'160 | 36'160 | 59'806 CHF | 60'169 CHF | 98.58% | 98.58% |
13.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 81'000 | 81'000 | 36'669 | 36'669 | 61'114 CHF | 61'482 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 81'000 | 81'000 | 36'567 | 36'567 | 61'371 CHF | 61'737 CHF | 99.90% | 99.90% |
11.11.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 80'000 | 80'000 | 35'641 | 35'641 | 61'011 CHF | 61'368 CHF | 99.90% | 99.90% |
08.11.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 80'000 | 80'000 | 36'548 | 36'548 | 62'121 CHF | 62'487 CHF | 99.05% | 99.05% |
07.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 60'583 CHF | 60'943 CHF | 99.90% | 99.90% |