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 | 0.54% | 1.88 CHF | 1.89 CHF | 110'000 | 110'000 | 107'596 | 107'596 | 199'228 CHF | 200'304 CHF | 99.47% | 99.47% |
19.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 183'756 CHF | 184'799 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 172'080 CHF | 173'095 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 170'610 CHF | 171'623 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 174'489 CHF | 175'509 CHF | 99.33% | 99.33% |
13.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 174'255 CHF | 175'276 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.68 CHF | 1.69 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 158'738 CHF | 159'719 CHF | 100.00% | 100.00% |
11.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 162'606 CHF | 163'600 CHF | 99.24% | 99.24% |
08.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 99'272 | 99'272 | 162'341 CHF | 163'334 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 156'271 CHF | 157'245 CHF | 99.40% | 99.40% |