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 | 0.79% | 1.21 CHF | 1.22 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 68'504 CHF | 69'050 CHF | 99.44% | 99.44% |
19.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 69'761 CHF | 70'304 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 73'792 CHF | 74'322 CHF | 99.88% | 99.88% |
15.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 53'000 | 53'000 | 53'081 | 53'081 | 73'098 CHF | 73'628 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 54'000 | 54'000 | 53'972 | 53'972 | 71'226 CHF | 71'765 CHF | 98.52% | 98.52% |
13.11.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 54'000 | 54'000 | 54'109 | 54'109 | 70'768 CHF | 71'309 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 54'000 | 54'000 | 53'498 | 53'498 | 72'642 CHF | 73'177 CHF | 99.90% | 99.90% |
11.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 75'333 CHF | 75'863 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 54'000 | 54'000 | 53'963 | 53'963 | 71'761 CHF | 72'300 CHF | 99.05% | 99.05% |
07.11.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 54'000 | 54'000 | 52'874 | 52'874 | 73'647 CHF | 74'175 CHF | 100.00% | 100.00% |