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 | 0.61% | 1.59 CHF | 1.60 CHF | 108'000 | 108'000 | 107'014 | 107'014 | 176'038 CHF | 177'108 CHF | 99.32% | 99.32% |
19.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 175'478 CHF | 176'551 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 176'694 CHF | 177'739 CHF | 99.90% | 99.90% |
15.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 175'535 CHF | 176'610 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 173'311 CHF | 174'386 CHF | 98.64% | 98.64% |
13.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 171'865 CHF | 172'941 CHF | 99.97% | 99.97% |
12.11.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 108'000 | 108'000 | 107'551 | 107'551 | 176'537 CHF | 177'612 CHF | 99.13% | 99.13% |
11.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 178'310 CHF | 179'375 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 176'784 CHF | 177'860 CHF | 99.04% | 99.04% |
07.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 177'046 CHF | 178'081 CHF | 100.00% | 100.00% |