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 | 0.63% | 1.56 CHF | 1.57 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 88'518 CHF | 89'078 CHF | 99.43% | 99.43% |
19.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 56'000 | 56'000 | 56'527 | 56'527 | 87'902 CHF | 88'467 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 89'493 CHF | 90'053 CHF | 99.88% | 99.88% |
15.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 88'599 CHF | 89'159 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 56'000 | 56'000 | 58'615 | 58'615 | 89'062 CHF | 89'648 CHF | 98.54% | 98.54% |
13.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 60'000 | 60'000 | 58'264 | 58'264 | 88'560 CHF | 89'143 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 88'846 CHF | 89'406 CHF | 99.90% | 99.90% |
11.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 90'719 CHF | 91'279 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 89'029 CHF | 89'589 CHF | 99.05% | 99.05% |
07.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 92'179 CHF | 92'739 CHF | 100.00% | 100.00% |