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 | 0.51% | 1.97 CHF | 1.98 CHF | 110'000 | 110'000 | 107'596 | 107'596 | 209'207 CHF | 210'283 CHF | 99.47% | 99.47% |
19.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 193'497 CHF | 194'540 CHF | 100.00% | 100.00% |
18.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 181'565 CHF | 182'580 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 180'055 CHF | 181'067 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 184'085 CHF | 185'105 CHF | 99.33% | 99.33% |
13.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 183'842 CHF | 184'863 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.77 CHF | 1.78 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 167'878 CHF | 168'859 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 171'986 CHF | 172'980 CHF | 99.24% | 99.24% |
08.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100'000 | 100'000 | 99'272 | 99'272 | 171'690 CHF | 172'682 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 165'418 CHF | 166'391 CHF | 99.40% | 99.40% |