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 | 0.59% | 1.67 CHF | 1.68 CHF | 115'000 | 115'000 | 110'509 | 110'509 | 187'806 CHF | 188'911 CHF | 99.44% | 99.44% |
19.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 115'000 | 115'000 | 113'804 | 113'804 | 190'103 CHF | 191'241 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 188'288 CHF | 189'383 CHF | 99.88% | 99.88% |
15.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 188'193 CHF | 189'289 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 110'000 | 110'000 | 111'614 | 111'614 | 188'015 CHF | 189'131 CHF | 98.60% | 98.60% |
13.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 115'000 | 115'000 | 110'580 | 110'580 | 188'344 CHF | 189'450 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 115'000 | 115'000 | 110'417 | 110'417 | 187'638 CHF | 188'742 CHF | 99.88% | 99.88% |
11.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 195'172 CHF | 196'268 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 191'280 CHF | 192'376 CHF | 99.05% | 99.05% |
07.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 196'412 CHF | 197'507 CHF | 100.00% | 100.00% |