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 | 0.69% | 1.34 CHF | 1.35 CHF | 99'000 | 99'000 | 97'377 | 97'377 | 141'222 CHF | 142'195 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 73'700 | 73'700 | 73'731 | 73'731 | 104'488 CHF | 105'225 CHF | 99.33% | 99.33% |
18.11.2024 | 0.48% | 1.97 CHF | 1.98 CHF | 61'900 | 61'900 | 61'502 | 61'502 | 129'296 CHF | 129'911 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 59'000 | 59'000 | 58'682 | 58'682 | 138'508 CHF | 139'095 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.42 CHF | 2.43 CHF | 78'200 | 78'200 | 76'355 | 76'355 | 199'892 CHF | 200'656 CHF | 99.39% | 99.39% |
13.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 87'000 | 87'000 | 86'286 | 86'286 | 143'585 CHF | 144'448 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 1.61 CHF | 1.62 CHF | 59'900 | 59'900 | 58'283 | 58'283 | 120'422 CHF | 121'005 CHF | 99.14% | 99.14% |
11.11.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 62'700 | 62'700 | 62'441 | 62'441 | 158'659 CHF | 159'283 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 2.20 CHF | 2.22 CHF | 51'800 | 51'800 | 51'386 | 51'386 | 121'977 CHF | 123'005 CHF | 98.94% | 98.94% |
07.11.2024 | 0.38% | 2.85 CHF | 2.86 CHF | 57'200 | 57'200 | 57'874 | 57'874 | 151'316 CHF | 151'895 CHF | 100.00% | 100.00% |