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 | 0.82% | 1.17 CHF | 1.18 CHF | 63'000 | 63'000 | 62'206 | 62'206 | 75'249 CHF | 75'871 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 60'300 | 60'300 | 59'802 | 59'802 | 74'830 CHF | 75'428 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 57'200 | 57'200 | 57'338 | 57'338 | 74'260 CHF | 74'833 CHF | 100.00% | 100.00% |
15.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 59'200 | 59'200 | 58'980 | 58'980 | 81'427 CHF | 82'017 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 63'000 | 63'000 | 63'670 | 63'670 | 79'892 CHF | 80'529 CHF | 99.35% | 99.35% |
13.11.2024 | 0.73% | 1.12 CHF | 1.13 CHF | 52'800 | 52'800 | 50'101 | 50'101 | 69'361 CHF | 69'862 CHF | 99.46% | 99.46% |
12.11.2024 | 0.60% | 1.57 CHF | 1.58 CHF | 47'800 | 47'800 | 47'130 | 47'130 | 77'862 CHF | 78'334 CHF | 100.00% | 100.00% |
11.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 46'500 | 46'500 | 46'543 | 46'543 | 78'027 CHF | 78'492 CHF | 99.93% | 99.93% |
08.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 44'300 | 44'300 | 43'924 | 43'924 | 73'586 CHF | 74'026 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 45'400 | 45'400 | 45'132 | 45'132 | 84'699 CHF | 85'151 CHF | 99.43% | 99.43% |