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 | 0.60% | 1.69 CHF | 1.70 CHF | 110'000 | 110'000 | 107'596 | 107'596 | 179'026 CHF | 180'102 CHF | 99.47% | 99.47% |
19.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 106'000 | 106'000 | 104'330 | 104'330 | 164'235 CHF | 165'279 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 153'025 CHF | 154'040 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 151'540 CHF | 152'553 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 155'409 CHF | 156'429 CHF | 99.33% | 99.33% |
13.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 104'000 | 104'000 | 102'067 | 102'067 | 155'053 CHF | 156'074 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.49 CHF | 1.50 CHF | 102'000 | 102'000 | 97'894 | 97'894 | 140'345 CHF | 141'326 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 143'933 CHF | 144'927 CHF | 99.24% | 99.24% |
08.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 143'658 CHF | 144'650 CHF | 100.00% | 100.00% |
07.11.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 137'869 CHF | 138'842 CHF | 99.40% | 99.40% |