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 | 0.63% | 1.57 CHF | 1.58 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 148'110 CHF | 149'041 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 93'000 | 93'000 | 93'520 | 93'520 | 147'018 CHF | 147'954 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 149'625 CHF | 150'551 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 148'397 CHF | 149'323 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 93'000 | 93'000 | 93'649 | 93'649 | 145'419 CHF | 146'356 CHF | 99.33% | 99.33% |
13.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 96'000 | 96'000 | 95'676 | 95'676 | 137'215 CHF | 138'172 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.41 CHF | 1.42 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 142'021 CHF | 142'967 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 146'781 CHF | 147'711 CHF | 99.93% | 99.93% |
08.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 148'003 CHF | 148'932 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 151'461 CHF | 152'375 CHF | 100.00% | 100.00% |