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 | 0.64% | 1.57 CHF | 1.58 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 66'206 CHF | 66'631 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 66'672 CHF | 67'099 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 63'487 CHF | 63'906 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 62'060 CHF | 62'473 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 64'861 CHF | 65'282 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 64'358 CHF | 64'778 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 62'035 CHF | 62'448 CHF | 99.85% | 99.85% |
11.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 55'810 CHF | 56'210 CHF | 99.69% | 99.69% |
08.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 56'349 CHF | 56'749 CHF | 98.82% | 98.82% |
07.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 52'217 CHF | 52'606 CHF | 99.44% | 99.44% |