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 | 0.67% | 1.47 CHF | 1.48 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 83'423 CHF | 83'983 CHF | 99.47% | 99.47% |
19.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 56'000 | 56'000 | 56'528 | 56'528 | 82'751 CHF | 83'316 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 84'508 CHF | 85'068 CHF | 99.89% | 99.89% |
15.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 83'621 CHF | 84'181 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 56'000 | 56'000 | 58'618 | 58'618 | 83'707 CHF | 84'294 CHF | 98.68% | 98.68% |
13.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 60'000 | 60'000 | 58'264 | 58'264 | 83'219 CHF | 83'802 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 83'871 CHF | 84'431 CHF | 99.88% | 99.88% |
11.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 85'734 CHF | 86'294 CHF | 100.00% | 100.00% |
08.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 83'899 CHF | 84'459 CHF | 99.04% | 99.04% |
07.11.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 87'170 CHF | 87'730 CHF | 100.00% | 100.00% |