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 | 0.85% | 1.17 CHF | 1.18 CHF | 29'110 | 29'110 | 28'860 | 28'860 | 33'987 CHF | 34'276 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 29'140 | 29'140 | 28'906 | 28'906 | 33'718 CHF | 34'008 CHF | 98.72% | 98.72% |
18.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 29'160 | 29'160 | 28'946 | 28'946 | 34'030 CHF | 34'319 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 29'050 | 29'050 | 29'038 | 29'038 | 35'334 CHF | 35'625 CHF | 71.64% | 71.64% |
14.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 28'740 | 28'740 | 28'554 | 28'554 | 35'534 CHF | 35'820 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 28'880 | 28'880 | 28'701 | 28'701 | 35'084 CHF | 35'372 CHF | 99.72% | 99.72% |
12.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 28'780 | 28'780 | 28'433 | 28'433 | 35'894 CHF | 36'179 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 28'550 | 28'550 | 28'288 | 28'288 | 36'600 CHF | 36'883 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 28'660 | 28'660 | 28'381 | 28'381 | 36'578 CHF | 36'862 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 28'770 | 28'770 | 28'369 | 28'344 | 37'141 CHF | 37'392 CHF | 100.00% | 100.00% |