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 | 0.56% | 1.86 CHF | 1.87 CHF | 83'300 | 83'300 | 83'300 | 83'300 | 148'358 CHF | 149'191 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 85'600 | 85'600 | 85'600 | 85'600 | 162'804 CHF | 163'660 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 90'500 | 90'500 | 90'500 | 90'500 | 164'909 CHF | 165'814 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 94'100 | 94'100 | 94'100 | 94'100 | 160'720 CHF | 161'662 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 89'100 | 89'100 | 89'100 | 89'100 | 150'628 CHF | 151'519 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 87'300 | 87'300 | 87'300 | 87'300 | 156'552 CHF | 157'425 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.81 CHF | 1.82 CHF | 97'500 | 97'500 | 97'500 | 97'500 | 166'095 CHF | 167'070 CHF | 99.86% | 99.86% |
11.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 91'100 | 91'100 | 91'100 | 91'100 | 148'080 CHF | 148'991 CHF | 99.67% | 99.67% |
08.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 92'400 | 92'400 | 92'400 | 92'400 | 159'977 CHF | 160'901 CHF | 98.75% | 98.75% |
07.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 93'000 | 93'000 | 93'000 | 93'000 | 158'213 CHF | 159'143 CHF | 100.00% | 100.00% |