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 | 0.88% | 1.12 CHF | 1.13 CHF | 174'000 | 174'000 | 63'972 | 63'972 | 73'246 CHF | 73'887 CHF | 99.82% | 99.82% |
19.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 176'000 | 176'000 | 65'008 | 65'008 | 72'599 CHF | 73'251 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 174'000 | 174'000 | 65'040 | 65'040 | 71'709 CHF | 72'360 CHF | 99.90% | 99.90% |
15.11.2024 | 0.87% | 1.10 CHF | 1.11 CHF | 174'000 | 174'000 | 63'567 | 63'567 | 73'451 CHF | 74'088 CHF | 99.47% | 99.47% |
14.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 168'000 | 168'000 | 60'698 | 60'698 | 78'977 CHF | 79'585 CHF | 100.00% | 100.00% |
13.11.2024 | 0.73% | 1.28 CHF | 1.29 CHF | 168'000 | 168'000 | 60'939 | 60'939 | 82'736 CHF | 83'346 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 1.37 CHF | 1.38 CHF | 166'000 | 166'000 | 58'117 | 58'117 | 83'911 CHF | 84'493 CHF | 99.45% | 99.45% |
11.11.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 158'000 | 158'000 | 57'804 | 57'804 | 95'734 CHF | 96'313 CHF | 99.89% | 99.89% |
08.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 152'000 | 152'000 | 56'117 | 56'117 | 99'188 CHF | 99'750 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 1.79 CHF | 1.80 CHF | 152'000 | 152'000 | 56'495 | 56'495 | 101'191 CHF | 101'758 CHF | 99.76% | 99.76% |