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 | 0.62% | 1.64 CHF | 1.65 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 68'843 CHF | 69'268 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 69'359 CHF | 69'786 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 66'047 CHF | 66'466 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 64'609 CHF | 65'022 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 67'479 CHF | 67'900 CHF | 100.00% | 100.00% |
13.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 66'976 CHF | 67'396 CHF | 100.00% | 100.00% |
12.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 64'559 CHF | 64'972 CHF | 99.85% | 99.85% |
11.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 58'278 CHF | 58'677 CHF | 99.65% | 99.65% |
08.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 58'844 CHF | 59'244 CHF | 98.72% | 98.72% |
07.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 54'562 CHF | 54'951 CHF | 99.44% | 99.44% |