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 | 0.91% | 1.63 CHF | 1.64 CHF | 132'000 | 132'000 | 58'460 | 58'460 | 98'030 CHF | 98'791 CHF | 99.34% | 99.34% |
19.11.2024 | 0.91% | 1.69 CHF | 1.70 CHF | 131'000 | 131'000 | 58'578 | 58'578 | 98'716 CHF | 99'476 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.71 CHF | 1.72 CHF | 130'000 | 130'000 | 58'173 | 58'173 | 98'958 CHF | 99'715 CHF | 99.78% | 99.78% |
15.11.2024 | 0.91% | 1.71 CHF | 1.72 CHF | 130'000 | 130'000 | 58'103 | 58'103 | 99'078 CHF | 99'833 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 1.70 CHF | 1.71 CHF | 130'000 | 130'000 | 58'306 | 58'306 | 100'076 CHF | 100'836 CHF | 98.50% | 98.50% |
13.11.2024 | 0.87% | 1.70 CHF | 1.71 CHF | 130'000 | 130'000 | 57'749 | 57'749 | 100'776 CHF | 101'524 CHF | 99.80% | 99.80% |
12.11.2024 | 0.87% | 1.78 CHF | 1.79 CHF | 128'000 | 128'000 | 57'696 | 57'696 | 102'420 CHF | 103'168 CHF | 99.90% | 99.90% |
11.11.2024 | 0.88% | 1.79 CHF | 1.80 CHF | 128'000 | 128'000 | 57'768 | 57'768 | 102'396 CHF | 103'148 CHF | 99.90% | 99.90% |
08.11.2024 | 0.92% | 1.73 CHF | 1.74 CHF | 130'000 | 130'000 | 59'195 | 59'195 | 100'095 CHF | 100'862 CHF | 99.05% | 99.05% |
07.11.2024 | 0.91% | 1.66 CHF | 1.67 CHF | 133'000 | 133'000 | 59'032 | 59'032 | 99'575 CHF | 100'339 CHF | 100.00% | 100.00% |