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 | 0.55% | 1.81 CHF | 1.82 CHF | 83'000 | 83'000 | 82'353 | 82'353 | 150'050 CHF | 150'874 CHF | 99.42% | 99.42% |
19.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 84'000 | 84'000 | 84'028 | 84'028 | 147'814 CHF | 148'655 CHF | 97.92% | 97.92% |
18.11.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 81'000 | 81'000 | 80'509 | 80'509 | 153'705 CHF | 154'510 CHF | 99.89% | 99.89% |
15.11.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 79'000 | 79'000 | 77'719 | 77'719 | 153'765 CHF | 154'542 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 77'000 | 77'000 | 77'824 | 77'824 | 153'384 CHF | 154'163 CHF | 98.65% | 98.65% |
13.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 79'000 | 79'000 | 78'894 | 78'894 | 151'801 CHF | 152'590 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 80'000 | 80'000 | 78'904 | 78'904 | 152'295 CHF | 153'084 CHF | 99.88% | 99.88% |
11.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 79'000 | 79'000 | 79'124 | 79'124 | 151'312 CHF | 152'103 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 80'000 | 80'000 | 80'021 | 80'021 | 149'148 CHF | 149'948 CHF | 98.60% | 98.60% |
07.11.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 80'000 | 80'000 | 78'778 | 78'778 | 151'441 CHF | 152'229 CHF | 100.00% | 100.00% |