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 | 77'800 | 77'800 | 77'787 | 77'787 | 127'687 CHF | 128'465 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 85'500 | 85'500 | 85'517 | 85'517 | 143'533 CHF | 144'389 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 79'700 | 79'700 | 80'613 | 80'613 | 128'656 CHF | 129'462 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 83'900 | 83'900 | 82'250 | 82'250 | 129'222 CHF | 130'044 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.58 CHF | 1.59 CHF | 72'200 | 72'200 | 73'698 | 73'698 | 121'884 CHF | 122'621 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 69'300 | 69'300 | 70'505 | 70'505 | 125'793 CHF | 126'499 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 1.86 CHF | 1.87 CHF | 82'800 | 82'800 | 81'211 | 81'211 | 142'667 CHF | 143'479 CHF | 99.85% | 99.85% |
11.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 75'500 | 75'500 | 75'562 | 75'562 | 120'087 CHF | 120'842 CHF | 99.69% | 99.69% |
08.11.2024 | 0.66% | 1.66 CHF | 1.67 CHF | 104'700 | 104'700 | 99'998 | 99'998 | 159'447 CHF | 160'473 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 87'400 | 87'400 | 87'694 | 87'694 | 116'711 CHF | 117'588 CHF | 100.00% | 100.00% |