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 | 0.56% | 1.80 CHF | 1.81 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 75'642 CHF | 76'067 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 76'197 CHF | 76'625 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 72'750 CHF | 73'170 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 71'217 CHF | 71'630 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 74'258 CHF | 74'680 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 73'696 CHF | 74'116 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 71'171 CHF | 71'585 CHF | 99.85% | 99.85% |
11.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 64'675 CHF | 65'075 CHF | 99.64% | 99.64% |
08.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40'000 | 40'000 | 39'993 | 39'993 | 65'243 CHF | 65'643 CHF | 98.68% | 98.68% |
07.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 60'800 CHF | 61'188 CHF | 99.44% | 99.44% |