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 | 0.77% | 1.29 CHF | 1.30 CHF | 174'000 | 174'000 | 63'973 | 63'973 | 84'004 CHF | 84'645 CHF | 99.82% | 99.82% |
19.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 176'000 | 176'000 | 65'010 | 65'010 | 83'474 CHF | 84'125 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.31 CHF | 1.32 CHF | 174'000 | 174'000 | 65'039 | 65'039 | 82'608 CHF | 83'259 CHF | 99.90% | 99.90% |
15.11.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 174'000 | 174'000 | 63'567 | 63'567 | 84'149 CHF | 84'786 CHF | 99.47% | 99.47% |
14.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 168'000 | 168'000 | 60'697 | 60'697 | 89'142 CHF | 89'750 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 1.45 CHF | 1.46 CHF | 168'000 | 168'000 | 60'945 | 60'945 | 92'906 CHF | 93'517 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 1.54 CHF | 1.55 CHF | 166'000 | 166'000 | 58'124 | 58'124 | 93'602 CHF | 94'184 CHF | 99.44% | 99.44% |
11.11.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 158'000 | 158'000 | 57'805 | 57'805 | 105'313 CHF | 105'892 CHF | 99.89% | 99.89% |
08.11.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 152'000 | 152'000 | 56'115 | 56'115 | 108'430 CHF | 108'992 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 152'000 | 152'000 | 56'493 | 56'493 | 110'504 CHF | 111'071 CHF | 99.76% | 99.76% |