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% | 1.79 CHF | 1.80 CHF | 110'000 | 110'000 | 107'596 | 107'596 | 189'092 CHF | 190'168 CHF | 99.47% | 99.47% |
19.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 106'000 | 106'000 | 104'330 | 104'330 | 173'936 CHF | 174'979 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 162'628 CHF | 163'643 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 161'102 CHF | 162'114 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 164'992 CHF | 166'012 CHF | 99.33% | 99.33% |
13.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 164'652 CHF | 165'673 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 149'552 CHF | 150'533 CHF | 100.00% | 100.00% |
11.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 153'265 CHF | 154'259 CHF | 99.24% | 99.24% |
08.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 152'965 CHF | 153'958 CHF | 100.00% | 100.00% |
07.11.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 147'070 CHF | 148'043 CHF | 99.40% | 99.40% |