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 | 0.94% | 1.01 CHF | 1.02 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 57'699 CHF | 58'245 CHF | 99.44% | 99.44% |
19.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 59'015 CHF | 59'558 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 63'268 CHF | 63'798 CHF | 99.88% | 99.88% |
15.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 53'000 | 53'000 | 53'081 | 53'081 | 62'571 CHF | 63'102 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 54'000 | 54'000 | 53'972 | 53'972 | 60'568 CHF | 61'108 CHF | 98.61% | 98.61% |
13.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 54'000 | 54'000 | 54'109 | 54'109 | 60'054 CHF | 60'595 CHF | 99.95% | 99.95% |
12.11.2024 | 0.86% | 1.10 CHF | 1.11 CHF | 54'000 | 54'000 | 53'498 | 53'498 | 62'084 CHF | 62'619 CHF | 99.90% | 99.90% |
11.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 64'862 CHF | 65'392 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 54'000 | 54'000 | 53'963 | 53'963 | 61'046 CHF | 61'585 CHF | 99.05% | 99.05% |
07.11.2024 | 0.83% | 1.13 CHF | 1.14 CHF | 54'000 | 54'000 | 52'874 | 52'874 | 63'127 CHF | 63'656 CHF | 100.00% | 100.00% |