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 | 0.52% | 1.98 CHF | 1.99 CHF | 80'000 | 80'000 | 36'577 | 36'577 | 71'694 CHF | 72'061 CHF | 99.37% | 99.37% |
19.11.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 82'000 | 82'000 | 36'856 | 36'856 | 69'736 CHF | 70'106 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.89 CHF | 1.90 CHF | 82'000 | 82'000 | 36'846 | 36'846 | 68'897 CHF | 69'266 CHF | 99.87% | 99.87% |
15.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 82'000 | 82'000 | 36'734 | 36'734 | 70'321 CHF | 70'689 CHF | 99.72% | 99.72% |
14.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 82'000 | 82'000 | 36'097 | 36'097 | 70'131 CHF | 70'492 CHF | 98.51% | 98.51% |
13.11.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 81'000 | 81'000 | 36'669 | 36'669 | 71'623 CHF | 71'990 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 81'000 | 81'000 | 36'571 | 36'571 | 71'854 CHF | 72'220 CHF | 99.88% | 99.88% |
11.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 80'000 | 80'000 | 35'641 | 35'641 | 71'233 CHF | 71'590 CHF | 99.90% | 99.90% |
08.11.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 80'000 | 80'000 | 36'548 | 36'548 | 72'489 CHF | 72'856 CHF | 99.04% | 99.04% |
07.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 81'000 | 81'000 | 35'876 | 35'876 | 70'745 CHF | 71'104 CHF | 99.90% | 99.90% |