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 | 0.82% | 1.21 CHF | 1.22 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 63'767 CHF | 64'294 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 66'580 CHF | 67'116 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 69'097 CHF | 69'632 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 73'296 CHF | 73'837 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 56'000 | 56'000 | 54'753 | 54'753 | 78'329 CHF | 78'876 CHF | 99.33% | 99.33% |
13.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 75'340 CHF | 75'884 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 76'849 CHF | 77'402 CHF | 68.32% | 100.00% |
11.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 55'000 | 55'000 | 52'700 | 52'700 | 66'268 CHF | 66'795 CHF | 99.93% | 99.93% |
08.11.2024 | 0.87% | 1.20 CHF | 1.21 CHF | 54'000 | 54'000 | 51'727 | 51'727 | 59'016 CHF | 59'533 CHF | 100.00% | 100.00% |
07.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 51'000 | 51'000 | 49'705 | 49'705 | 45'942 CHF | 46'439 CHF | 98.53% | 98.53% |