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% | 1.45 CHF | 1.46 CHF | 84'000 | 84'000 | 83'986 | 83'986 | 125'425 CHF | 126'265 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 84'000 | 84'000 | 84'015 | 84'015 | 122'707 CHF | 123'547 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 82'000 | 82'000 | 82'960 | 82'960 | 128'119 CHF | 128'948 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 84'000 | 84'000 | 82'347 | 82'347 | 129'363 CHF | 130'186 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 1.57 CHF | 1.58 CHF | 82'000 | 82'000 | 83'676 | 83'676 | 125'493 CHF | 126'330 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 84'000 | 84'000 | 85'506 | 85'506 | 118'939 CHF | 119'794 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.33 CHF | 1.34 CHF | 86'000 | 86'000 | 84'328 | 84'328 | 120'204 CHF | 121'047 CHF | 99.85% | 99.85% |
11.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 82'000 | 82'000 | 82'068 | 82'068 | 129'734 CHF | 130'555 CHF | 99.68% | 99.68% |
08.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 84'000 | 84'000 | 80'132 | 80'132 | 128'841 CHF | 129'663 CHF | 98.78% | 98.78% |
07.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 78'000 | 78'000 | 78'267 | 78'267 | 150'869 CHF | 151'651 CHF | 100.00% | 100.00% |