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 | 0.84% | 1.16 CHF | 1.17 CHF | 46'000 | 46'000 | 45'148 | 45'148 | 53'663 CHF | 54'114 CHF | 99.44% | 99.44% |
19.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 45'000 | 45'000 | 45'009 | 45'009 | 53'607 CHF | 54'057 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 45'000 | 45'000 | 45'369 | 45'369 | 53'206 CHF | 53'659 CHF | 99.88% | 99.88% |
15.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 52'837 CHF | 53'297 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 45'000 | 45'000 | 45'984 | 45'984 | 53'185 CHF | 53'645 CHF | 98.61% | 98.61% |
13.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 46'000 | 46'000 | 45'993 | 45'993 | 52'827 CHF | 53'287 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 54'066 CHF | 54'516 CHF | 99.90% | 99.90% |
11.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 45'000 | 45'000 | 44'326 | 44'326 | 55'554 CHF | 55'998 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 44'000 | 44'000 | 44'042 | 44'042 | 55'401 CHF | 55'842 CHF | 98.30% | 98.30% |
07.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 56'053 CHF | 56'493 CHF | 100.00% | 100.00% |