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 | 0.83% | 1.23 CHF | 1.24 CHF | 80'000 | 80'000 | 36'579 | 36'579 | 44'606 CHF | 44'973 CHF | 99.38% | 99.38% |
19.11.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 82'000 | 82'000 | 36'857 | 36'857 | 42'539 CHF | 42'908 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 1.15 CHF | 1.16 CHF | 82'000 | 82'000 | 36'868 | 36'868 | 41'573 CHF | 41'942 CHF | 99.87% | 99.87% |
15.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 82'000 | 82'000 | 36'735 | 36'735 | 43'014 CHF | 43'382 CHF | 99.72% | 99.72% |
14.11.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 82'000 | 82'000 | 36'090 | 36'090 | 43'324 CHF | 43'686 CHF | 98.39% | 98.39% |
13.11.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 81'000 | 81'000 | 36'668 | 36'668 | 44'565 CHF | 44'933 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 81'000 | 81'000 | 36'569 | 36'569 | 44'909 CHF | 45'275 CHF | 99.88% | 99.88% |
11.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 80'000 | 80'000 | 35'580 | 35'580 | 44'952 CHF | 45'309 CHF | 99.76% | 99.76% |
08.11.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 80'000 | 80'000 | 36'549 | 36'549 | 45'871 CHF | 46'237 CHF | 99.04% | 99.04% |
07.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 44'583 CHF | 44'943 CHF | 99.90% | 99.90% |