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 | 0.96% | 1.88 CHF | 1.89 CHF | 58'000 | 58'000 | 26'297 | 26'297 | 49'200 CHF | 49'600 CHF | 99.36% | 99.36% |
19.11.2024 | 0.96% | 1.87 CHF | 1.88 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 48'985 CHF | 49'385 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 1.93 CHF | 1.94 CHF | 57'000 | 57'000 | 25'887 | 25'887 | 50'579 CHF | 50'973 CHF | 99.87% | 99.87% |
15.11.2024 | 0.94% | 1.97 CHF | 1.98 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 50'097 CHF | 50'494 CHF | 99.72% | 99.72% |
14.11.2024 | 0.90% | 1.99 CHF | 2.00 CHF | 57'000 | 57'000 | 25'345 | 25'345 | 51'023 CHF | 51'406 CHF | 98.66% | 98.66% |
13.11.2024 | 0.91% | 2.04 CHF | 2.05 CHF | 56'000 | 56'000 | 25'777 | 25'777 | 51'338 CHF | 51'730 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 1.98 CHF | 1.99 CHF | 57'000 | 57'000 | 25'590 | 25'590 | 51'703 CHF | 52'091 CHF | 99.88% | 99.88% |
11.11.2024 | 0.92% | 2.03 CHF | 2.04 CHF | 57'000 | 57'000 | 25'419 | 25'419 | 51'335 CHF | 51'724 CHF | 99.76% | 99.76% |
08.11.2024 | 0.96% | 1.96 CHF | 1.97 CHF | 58'000 | 58'000 | 26'551 | 26'551 | 50'045 CHF | 50'447 CHF | 98.52% | 98.52% |
07.11.2024 | 0.91% | 1.88 CHF | 1.89 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 51'215 CHF | 51'614 CHF | 100.00% | 100.00% |