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 | 0.56% | 1.73 CHF | 1.74 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 96'833 CHF | 97'378 CHF | 99.43% | 99.43% |
19.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 97'941 CHF | 98'485 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 101'370 CHF | 101'900 CHF | 99.88% | 99.88% |
15.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 53'000 | 53'000 | 53'081 | 53'081 | 100'761 CHF | 101'291 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 54'000 | 54'000 | 53'972 | 53'972 | 99'332 CHF | 99'871 CHF | 98.56% | 98.56% |
13.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 54'000 | 54'000 | 54'109 | 54'109 | 98'952 CHF | 99'494 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 54'000 | 54'000 | 53'498 | 53'498 | 100'492 CHF | 101'027 CHF | 99.88% | 99.88% |
11.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 102'973 CHF | 103'503 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 54'000 | 54'000 | 53'963 | 53'963 | 99'882 CHF | 100'421 CHF | 99.05% | 99.05% |
07.11.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 54'000 | 54'000 | 52'874 | 52'874 | 101'314 CHF | 101'842 CHF | 100.00% | 100.00% |