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% | 1.65 CHF | 1.66 CHF | 83'000 | 83'000 | 82'353 | 82'353 | 136'949 CHF | 137'772 CHF | 99.41% | 99.41% |
19.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 84'000 | 84'000 | 84'029 | 84'029 | 134'521 CHF | 135'362 CHF | 97.92% | 97.92% |
18.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 81'000 | 81'000 | 80'509 | 80'509 | 140'819 CHF | 141'624 CHF | 99.89% | 99.89% |
15.11.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 79'000 | 79'000 | 77'720 | 77'720 | 141'376 CHF | 142'153 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 77'000 | 77'000 | 77'824 | 77'824 | 140'993 CHF | 141'772 CHF | 98.59% | 98.59% |
13.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 79'000 | 79'000 | 78'894 | 78'894 | 139'239 CHF | 140'028 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 1.72 CHF | 1.73 CHF | 80'000 | 80'000 | 78'903 | 78'903 | 139'749 CHF | 140'538 CHF | 99.88% | 99.88% |
11.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 79'000 | 79'000 | 79'124 | 79'124 | 138'698 CHF | 139'489 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 80'000 | 80'000 | 80'021 | 80'021 | 136'430 CHF | 137'230 CHF | 98.60% | 98.60% |
07.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 80'000 | 80'000 | 78'779 | 78'779 | 138'812 CHF | 139'599 CHF | 100.00% | 100.00% |