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 | 0.60% | 1.62 CHF | 1.63 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 91'082 CHF | 91'628 CHF | 99.43% | 99.43% |
19.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 92'205 CHF | 92'749 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 95'698 CHF | 96'228 CHF | 99.88% | 99.88% |
15.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 53'000 | 53'000 | 53'081 | 53'081 | 95'127 CHF | 95'658 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 54'000 | 54'000 | 53'972 | 53'972 | 93'647 CHF | 94'186 CHF | 98.56% | 98.56% |
13.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 54'000 | 54'000 | 54'109 | 54'109 | 93'213 CHF | 93'754 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 1.71 CHF | 1.72 CHF | 54'000 | 54'000 | 53'499 | 53'499 | 94'850 CHF | 95'385 CHF | 99.88% | 99.88% |
11.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 97'367 CHF | 97'897 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 54'000 | 54'000 | 53'963 | 53'963 | 94'161 CHF | 94'700 CHF | 99.05% | 99.05% |
07.11.2024 | 0.55% | 1.75 CHF | 1.76 CHF | 54'000 | 54'000 | 52'873 | 52'873 | 95'667 CHF | 96'196 CHF | 100.00% | 100.00% |