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 | 0.81% | 1.23 CHF | 1.24 CHF | 174'000 | 174'000 | 63'971 | 63'971 | 80'223 CHF | 80'865 CHF | 99.82% | 99.82% |
19.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 176'000 | 176'000 | 65'009 | 65'009 | 79'613 CHF | 80'264 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.25 CHF | 1.26 CHF | 174'000 | 174'000 | 65'038 | 65'038 | 78'755 CHF | 79'407 CHF | 99.90% | 99.90% |
15.11.2024 | 0.79% | 1.21 CHF | 1.22 CHF | 174'000 | 174'000 | 63'565 | 63'565 | 80'367 CHF | 81'004 CHF | 99.47% | 99.47% |
14.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 168'000 | 168'000 | 60'697 | 60'697 | 85'631 CHF | 86'239 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 1.39 CHF | 1.40 CHF | 168'000 | 168'000 | 60'936 | 60'936 | 89'396 CHF | 90'006 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.48 CHF | 1.49 CHF | 166'000 | 166'000 | 58'111 | 58'111 | 90'264 CHF | 90'846 CHF | 99.47% | 99.47% |
11.11.2024 | 0.56% | 1.71 CHF | 1.72 CHF | 158'000 | 158'000 | 57'802 | 57'802 | 102'088 CHF | 102'667 CHF | 99.89% | 99.89% |
08.11.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 152'000 | 152'000 | 56'114 | 56'114 | 105'329 CHF | 105'891 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 152'000 | 152'000 | 56'493 | 56'493 | 107'387 CHF | 107'954 CHF | 99.76% | 99.76% |