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 | 0.67% | 1.48 CHF | 1.49 CHF | 83'000 | 83'000 | 82'353 | 82'353 | 123'256 CHF | 124'079 CHF | 99.43% | 99.43% |
19.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 84'000 | 84'000 | 84'029 | 84'029 | 120'614 CHF | 121'454 CHF | 97.86% | 97.86% |
18.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 81'000 | 81'000 | 80'509 | 80'509 | 127'506 CHF | 128'311 CHF | 99.89% | 99.89% |
15.11.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 79'000 | 79'000 | 77'719 | 77'719 | 128'481 CHF | 129'258 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.71 CHF | 1.72 CHF | 77'000 | 77'000 | 77'824 | 77'824 | 128'111 CHF | 128'889 CHF | 98.55% | 98.55% |
13.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 79'000 | 79'000 | 78'894 | 78'894 | 126'108 CHF | 126'897 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 80'000 | 80'000 | 78'903 | 78'903 | 126'662 CHF | 127'451 CHF | 99.88% | 99.88% |
11.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 79'000 | 79'000 | 79'123 | 79'123 | 125'546 CHF | 126'337 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 80'000 | 80'000 | 80'021 | 80'021 | 123'129 CHF | 123'930 CHF | 98.60% | 98.60% |
07.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 80'000 | 80'000 | 78'778 | 78'778 | 125'644 CHF | 126'432 CHF | 100.00% | 100.00% |