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 | 0.95% | 1.56 CHF | 1.57 CHF | 132'000 | 132'000 | 58'466 | 58'466 | 93'869 CHF | 94'630 CHF | 99.38% | 99.38% |
19.11.2024 | 0.95% | 1.62 CHF | 1.63 CHF | 131'000 | 131'000 | 58'568 | 58'568 | 94'550 CHF | 95'310 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 1.63 CHF | 1.64 CHF | 130'000 | 130'000 | 58'115 | 58'115 | 94'744 CHF | 95'501 CHF | 99.73% | 99.73% |
15.11.2024 | 0.95% | 1.64 CHF | 1.65 CHF | 130'000 | 130'000 | 58'118 | 58'118 | 94'941 CHF | 95'697 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.63 CHF | 1.64 CHF | 130'000 | 130'000 | 58'301 | 58'301 | 95'947 CHF | 96'708 CHF | 98.57% | 98.57% |
13.11.2024 | 0.91% | 1.63 CHF | 1.64 CHF | 130'000 | 130'000 | 57'620 | 57'620 | 96'447 CHF | 97'195 CHF | 98.70% | 98.70% |
12.11.2024 | 0.91% | 1.71 CHF | 1.72 CHF | 128'000 | 128'000 | 57'703 | 57'703 | 98'361 CHF | 99'110 CHF | 99.87% | 99.87% |
11.11.2024 | 0.92% | 1.72 CHF | 1.73 CHF | 128'000 | 128'000 | 57'768 | 57'768 | 98'322 CHF | 99'074 CHF | 99.90% | 99.90% |
08.11.2024 | 0.96% | 1.66 CHF | 1.67 CHF | 130'000 | 130'000 | 59'196 | 59'196 | 95'954 CHF | 96'721 CHF | 99.04% | 99.04% |
07.11.2024 | 0.95% | 1.59 CHF | 1.60 CHF | 133'000 | 133'000 | 59'046 | 59'046 | 95'468 CHF | 96'233 CHF | 99.96% | 99.96% |