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 | 0.74% | 1.38 CHF | 1.39 CHF | 55'400 | 55'400 | 55'150 | 55'150 | 74'459 CHF | 75'010 CHF | 99.47% | 99.47% |
19.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 57'600 | 57'600 | 57'618 | 57'618 | 81'465 CHF | 82'041 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 55'300 | 55'300 | 55'419 | 55'419 | 77'560 CHF | 78'114 CHF | 99.89% | 99.89% |
15.11.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 56'500 | 56'500 | 57'026 | 57'026 | 84'167 CHF | 84'738 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.39 CHF | 1.40 CHF | 57'500 | 57'500 | 58'392 | 58'392 | 85'730 CHF | 86'314 CHF | 98.60% | 98.60% |
13.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 53'300 | 53'300 | 53'306 | 53'306 | 74'222 CHF | 74'755 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 59'400 | 59'400 | 58'942 | 58'942 | 84'404 CHF | 84'993 CHF | 99.88% | 99.88% |
11.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 58'100 | 58'100 | 58'063 | 58'063 | 78'431 CHF | 79'011 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 59'300 | 59'300 | 59'316 | 59'316 | 81'179 CHF | 81'772 CHF | 98.30% | 98.30% |
07.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 59'200 | 59'200 | 59'094 | 59'094 | 77'865 CHF | 78'456 CHF | 100.00% | 100.00% |