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 | 0.65% | 1.54 CHF | 1.55 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 84'358 CHF | 84'908 CHF | 99.73% | 99.73% |
19.11.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 88'718 CHF | 89'268 CHF | 99.80% | 99.80% |
18.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 55'000 | 55'000 | 54'997 | 55'000 | 88'497 CHF | 89'052 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 1.60 CHF | 1.61 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 77'533 CHF | 78'083 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 63'376 CHF | 63'926 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 65'535 CHF | 66'085 CHF | 99.95% | 99.95% |
12.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 62'157 CHF | 62'707 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 64'029 CHF | 64'579 CHF | 99.66% | 99.66% |
08.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 68'760 CHF | 69'310 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 70'671 CHF | 71'221 CHF | 99.70% | 99.70% |