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 | 0.71% | 1.42 CHF | 1.43 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 59'769 CHF | 60'194 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 60'211 CHF | 60'638 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 57'106 CHF | 57'525 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 55'843 CHF | 56'256 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 58'497 CHF | 58'918 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 58'016 CHF | 58'436 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 55'780 CHF | 56'193 CHF | 99.85% | 99.85% |
11.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 49'759 CHF | 50'159 CHF | 99.70% | 99.70% |
08.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 50'325 CHF | 50'725 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 46'327 CHF | 46'715 CHF | 99.44% | 99.44% |