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 | 0.64% | 1.55 CHF | 1.56 CHF | 12'260 | 12'260 | 12'050 | 12'050 | 18'952 CHF | 19'072 CHF | 99.50% | 99.50% |
19.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 12'310 | 12'310 | 12'211 | 12'211 | 18'700 CHF | 18'823 CHF | 97.77% | 97.77% |
18.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 12'060 | 12'060 | 11'984 | 11'984 | 19'092 CHF | 19'212 CHF | 99.56% | 99.56% |
15.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 12'160 | 12'160 | 12'186 | 12'186 | 19'230 CHF | 19'352 CHF | 70.18% | 70.18% |
14.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 12'230 | 12'230 | 12'209 | 12'209 | 18'816 CHF | 18'938 CHF | 99.51% | 99.51% |
13.11.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 12'580 | 12'580 | 12'288 | 12'288 | 18'702 CHF | 18'825 CHF | 99.07% | 99.07% |
12.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 12'370 | 12'370 | 12'092 | 12'092 | 18'961 CHF | 19'082 CHF | 99.58% | 99.58% |
11.11.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 12'070 | 12'070 | 12'136 | 12'136 | 18'947 CHF | 19'069 CHF | 99.53% | 99.53% |
08.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 12'580 | 12'580 | 12'379 | 12'379 | 18'626 CHF | 18'750 CHF | 99.08% | 99.08% |
07.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 12'150 | 12'150 | 11'943 | 11'943 | 19'340 CHF | 19'460 CHF | 99.54% | 99.54% |