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 | 0.75% | 1.37 CHF | 1.38 CHF | 80'000 | 80'000 | 36'575 | 36'575 | 49'678 CHF | 50'045 CHF | 99.34% | 99.34% |
19.11.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 82'000 | 82'000 | 36'857 | 36'857 | 47'605 CHF | 47'975 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 82'000 | 82'000 | 36'832 | 36'832 | 46'640 CHF | 47'009 CHF | 99.78% | 99.78% |
15.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 82'000 | 82'000 | 36'817 | 36'817 | 48'213 CHF | 48'582 CHF | 99.90% | 99.90% |
14.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 82'000 | 82'000 | 36'164 | 36'164 | 48'404 CHF | 48'766 CHF | 98.51% | 98.51% |
13.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 81'000 | 81'000 | 36'668 | 36'668 | 49'598 CHF | 49'965 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 81'000 | 81'000 | 36'569 | 36'569 | 49'913 CHF | 50'279 CHF | 99.88% | 99.88% |
11.11.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 80'000 | 80'000 | 35'644 | 35'644 | 49'888 CHF | 50'245 CHF | 99.90% | 99.90% |
08.11.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 80'000 | 80'000 | 36'548 | 36'548 | 50'795 CHF | 51'162 CHF | 99.05% | 99.05% |
07.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 49'448 CHF | 49'807 CHF | 99.90% | 99.90% |