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 | 0.95% | 1.04 CHF | 1.05 CHF | 174'000 | 174'000 | 63'974 | 63'974 | 68'106 CHF | 68'747 CHF | 99.82% | 99.82% |
19.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 176'000 | 176'000 | 65'009 | 65'009 | 67'368 CHF | 68'020 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 174'000 | 174'000 | 65'043 | 65'043 | 66'452 CHF | 67'104 CHF | 99.90% | 99.90% |
15.11.2024 | 0.93% | 1.02 CHF | 1.03 CHF | 174'000 | 174'000 | 63'569 | 63'569 | 68'352 CHF | 68'989 CHF | 99.47% | 99.47% |
14.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 168'000 | 168'000 | 60'701 | 60'701 | 74'148 CHF | 74'756 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 1.20 CHF | 1.21 CHF | 168'000 | 168'000 | 60'938 | 60'938 | 77'902 CHF | 78'512 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.29 CHF | 1.30 CHF | 166'000 | 166'000 | 58'098 | 58'098 | 79'304 CHF | 79'886 CHF | 99.47% | 99.47% |
11.11.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 158'000 | 158'000 | 57'801 | 57'801 | 91'245 CHF | 91'824 CHF | 99.89% | 99.89% |
08.11.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 152'000 | 152'000 | 56'117 | 56'117 | 94'896 CHF | 95'458 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 152'000 | 152'000 | 56'494 | 56'494 | 96'894 CHF | 97'461 CHF | 99.76% | 99.76% |