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 | 0.68% | 1.55 CHF | 1.59 CHF | 11'800 | 11'800 | 76'933 | 76'933 | 123'780 CHF | 124'560 CHF | 98.90% | 98.90% |
19.11.2024 | 0.60% | 1.68 CHF | 1.72 CHF | 10'500 | 10'500 | 69'440 | 69'440 | 127'822 CHF | 128'526 CHF | 98.74% | 98.74% |
18.11.2024 | 0.59% | 1.88 CHF | 1.92 CHF | 11'200 | 11'200 | 71'220 | 71'220 | 132'140 CHF | 132'863 CHF | 98.94% | 98.94% |
15.11.2024 | 0.61% | 1.78 CHF | 1.81 CHF | 14'100 | 14'100 | 89'522 | 89'522 | 154'995 CHF | 155'899 CHF | 98.94% | 98.94% |
14.11.2024 | 0.71% | 1.49 CHF | 1.52 CHF | 13'800 | 13'800 | 89'223 | 89'223 | 132'838 CHF | 133'739 CHF | 98.85% | 98.85% |
13.11.2024 | 0.69% | 1.44 CHF | 1.47 CHF | 13'100 | 13'100 | 85'125 | 85'125 | 130'120 CHF | 130'980 CHF | 98.87% | 98.87% |
12.11.2024 | 0.70% | 1.53 CHF | 1.56 CHF | 15'300 | 15'300 | 99'409 | 99'409 | 150'615 CHF | 151'619 CHF | 98.76% | 98.76% |
11.11.2024 | 0.76% | 1.36 CHF | 1.40 CHF | 12'300 | 12'300 | 79'725 | 79'725 | 114'935 CHF | 115'744 CHF | 98.90% | 98.90% |
08.11.2024 | 0.67% | 1.57 CHF | 1.61 CHF | 11'300 | 11'300 | 73'461 | 73'461 | 119'158 CHF | 119'903 CHF | 97.81% | 97.81% |
07.11.2024 | 0.62% | 1.69 CHF | 1.72 CHF | 13'000 | 13'000 | 83'685 | 83'685 | 143'015 CHF | 143'860 CHF | 98.90% | 98.90% |