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 | 0.72% | 1.38 CHF | 1.39 CHF | 174'000 | 174'000 | 63'972 | 63'972 | 89'999 CHF | 90'640 CHF | 99.82% | 99.82% |
19.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 176'000 | 176'000 | 65'010 | 65'010 | 89'584 CHF | 90'235 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 174'000 | 174'000 | 65'040 | 65'040 | 88'717 CHF | 89'369 CHF | 99.90% | 99.90% |
15.11.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 174'000 | 174'000 | 63'568 | 63'568 | 90'144 CHF | 90'781 CHF | 99.47% | 99.47% |
14.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 168'000 | 168'000 | 60'701 | 60'701 | 94'906 CHF | 95'515 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 1.54 CHF | 1.55 CHF | 168'000 | 168'000 | 60'936 | 60'936 | 98'634 CHF | 99'244 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 1.63 CHF | 1.64 CHF | 166'000 | 166'000 | 58'123 | 58'123 | 99'038 CHF | 99'620 CHF | 99.45% | 99.45% |
11.11.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 158'000 | 158'000 | 57'801 | 57'801 | 110'729 CHF | 111'308 CHF | 99.89% | 99.89% |
08.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 152'000 | 152'000 | 56'123 | 56'123 | 113'632 CHF | 114'195 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 152'000 | 152'000 | 56'493 | 56'493 | 115'749 CHF | 116'316 CHF | 99.76% | 99.76% |