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 | 0.57% | 1.77 CHF | 1.78 CHF | 93'000 | 93'000 | 93'102 | 93'102 | 163'784 CHF | 164'715 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 92'000 | 92'000 | 92'203 | 92'203 | 159'559 CHF | 160'481 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 90'000 | 90'000 | 89'562 | 89'562 | 146'510 CHF | 147'406 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 90'000 | 90'000 | 90'310 | 90'310 | 150'204 CHF | 151'107 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 91'000 | 91'000 | 92'426 | 92'426 | 160'845 CHF | 161'770 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 94'000 | 94'000 | 94'441 | 94'441 | 170'598 CHF | 171'542 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 95'000 | 95'000 | 94'513 | 94'513 | 171'300 CHF | 172'245 CHF | 99.87% | 99.87% |
11.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 92'000 | 92'000 | 91'731 | 91'731 | 157'568 CHF | 158'485 CHF | 99.72% | 99.72% |
08.11.2024 | 0.81% | 1.76 CHF | 1.77 CHF | 93'000 | 93'000 | 74'263 | 74'263 | 126'310 CHF | 127'222 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 85'000 | 85'000 | 85'423 | 85'423 | 126'306 CHF | 127'160 CHF | 100.00% | 100.00% |