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 | 0.91% | 1.97 CHF | 1.98 CHF | 58'000 | 58'000 | 26'197 | 26'197 | 51'550 CHF | 51'949 CHF | 99.06% | 99.06% |
19.11.2024 | 0.92% | 1.96 CHF | 1.97 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 51'501 CHF | 51'901 CHF | 100.00% | 100.00% |
18.11.2024 | 0.87% | 2.03 CHF | 2.04 CHF | 57'000 | 57'000 | 25'888 | 25'888 | 53'070 CHF | 53'464 CHF | 99.87% | 99.87% |
15.11.2024 | 0.89% | 2.06 CHF | 2.07 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 52'602 CHF | 53'000 CHF | 99.72% | 99.72% |
14.11.2024 | 0.86% | 2.09 CHF | 2.10 CHF | 57'000 | 57'000 | 25'347 | 25'347 | 53'458 CHF | 53'842 CHF | 98.61% | 98.61% |
13.11.2024 | 0.87% | 2.14 CHF | 2.15 CHF | 56'000 | 56'000 | 25'777 | 25'777 | 53'823 CHF | 54'215 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 2.07 CHF | 2.08 CHF | 57'000 | 57'000 | 25'590 | 25'590 | 54'148 CHF | 54'536 CHF | 99.88% | 99.88% |
11.11.2024 | 0.87% | 2.12 CHF | 2.13 CHF | 57'000 | 57'000 | 25'419 | 25'419 | 53'773 CHF | 54'162 CHF | 99.76% | 99.76% |
08.11.2024 | 0.91% | 2.05 CHF | 2.06 CHF | 58'000 | 58'000 | 26'551 | 26'551 | 52'556 CHF | 52'958 CHF | 98.52% | 98.52% |
07.11.2024 | 0.87% | 1.98 CHF | 1.99 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 53'678 CHF | 54'077 CHF | 100.00% | 100.00% |