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 | 0.64% | 1.57 CHF | 1.58 CHF | 93'000 | 93'000 | 93'102 | 93'102 | 145'827 CHF | 146'758 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 92'000 | 92'000 | 92'203 | 92'203 | 141'707 CHF | 142'629 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 90'000 | 90'000 | 89'562 | 89'562 | 129'018 CHF | 129'913 CHF | 100.00% | 100.00% |
15.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 90'000 | 90'000 | 90'310 | 90'310 | 132'574 CHF | 133'477 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 91'000 | 91'000 | 92'425 | 92'425 | 142'940 CHF | 143'864 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 94'000 | 94'000 | 94'441 | 94'441 | 152'394 CHF | 153'338 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 95'000 | 95'000 | 94'513 | 94'513 | 153'118 CHF | 154'063 CHF | 99.85% | 99.85% |
11.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 92'000 | 92'000 | 91'731 | 91'731 | 139'706 CHF | 140'623 CHF | 99.65% | 99.65% |
08.11.2024 | 0.91% | 1.56 CHF | 1.57 CHF | 93'000 | 93'000 | 74'623 | 74'623 | 112'401 CHF | 113'312 CHF | 98.74% | 98.74% |
07.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 85'000 | 85'000 | 85'423 | 85'423 | 109'373 CHF | 110'228 CHF | 100.00% | 100.00% |