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 | 0.74% | 1.35 CHF | 1.36 CHF | 174'000 | 174'000 | 63'974 | 63'974 | 87'699 CHF | 88'340 CHF | 99.82% | 99.82% |
19.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 176'000 | 176'000 | 65'012 | 65'012 | 87'244 CHF | 87'895 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.37 CHF | 1.38 CHF | 174'000 | 174'000 | 65'040 | 65'040 | 86'385 CHF | 87'036 CHF | 99.90% | 99.90% |
15.11.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 174'000 | 174'000 | 63'566 | 63'566 | 87'871 CHF | 88'508 CHF | 99.47% | 99.47% |
14.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 168'000 | 168'000 | 60'698 | 60'698 | 92'720 CHF | 93'328 CHF | 100.00% | 100.00% |
13.11.2024 | 0.63% | 1.50 CHF | 1.51 CHF | 168'000 | 168'000 | 60'939 | 60'939 | 96'472 CHF | 97'083 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.60 CHF | 1.61 CHF | 166'000 | 166'000 | 58'112 | 58'112 | 97'018 CHF | 97'600 CHF | 99.47% | 99.47% |
11.11.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 158'000 | 158'000 | 57'800 | 57'800 | 108'762 CHF | 109'341 CHF | 99.89% | 99.89% |
08.11.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 152'000 | 152'000 | 56'117 | 56'117 | 111'794 CHF | 112'356 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 152'000 | 152'000 | 56'495 | 56'495 | 113'893 CHF | 114'460 CHF | 99.76% | 99.76% |