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 | 0.64% | 1.52 CHF | 1.53 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 85'369 CHF | 85'915 CHF | 99.43% | 99.43% |
19.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 86'538 CHF | 87'081 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 90'210 CHF | 90'740 CHF | 99.88% | 99.88% |
15.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 53'000 | 53'000 | 53'081 | 53'081 | 89'574 CHF | 90'105 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 54'000 | 54'000 | 53'972 | 53'972 | 87'959 CHF | 88'499 CHF | 98.55% | 98.55% |
13.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 54'000 | 54'000 | 54'109 | 54'109 | 87'550 CHF | 88'091 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 54'000 | 54'000 | 53'498 | 53'498 | 89'223 CHF | 89'758 CHF | 99.89% | 99.89% |
11.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 91'780 CHF | 92'310 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 54'000 | 54'000 | 53'963 | 53'963 | 88'534 CHF | 89'074 CHF | 99.05% | 99.05% |
07.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 54'000 | 54'000 | 52'874 | 52'874 | 90'141 CHF | 90'670 CHF | 100.00% | 100.00% |