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 | 0.58% | 1.71 CHF | 1.72 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 90'047 CHF | 90'573 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 93'190 CHF | 93'726 CHF | 100.00% | 100.00% |
18.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 95'705 CHF | 96'241 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 100'317 CHF | 100'859 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 56'000 | 56'000 | 54'753 | 54'753 | 105'769 CHF | 106'316 CHF | 99.33% | 99.33% |
13.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 102'576 CHF | 103'121 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 104'622 CHF | 105'175 CHF | 68.32% | 100.00% |
11.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 55'000 | 55'000 | 52'699 | 52'699 | 92'809 CHF | 93'336 CHF | 99.93% | 99.93% |
08.11.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 54'000 | 54'000 | 51'727 | 51'727 | 85'011 CHF | 85'528 CHF | 100.00% | 100.00% |
07.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 51'000 | 51'000 | 49'705 | 49'705 | 71'009 CHF | 71'506 CHF | 98.53% | 98.53% |