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 | 0.60% | 1.73 CHF | 1.74 CHF | 124'000 | 124'000 | 55'092 | 55'092 | 93'985 CHF | 94'537 CHF | 99.89% | 99.89% |
19.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 122'000 | 122'000 | 53'234 | 53'234 | 88'739 CHF | 89'272 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 1.67 CHF | 1.68 CHF | 122'000 | 122'000 | 53'568 | 53'568 | 86'534 CHF | 87'228 CHF | 99.89% | 99.89% |
15.11.2024 | 0.98% | 1.59 CHF | 1.60 CHF | 118'000 | 118'000 | 47'069 | 47'069 | 74'379 CHF | 74'947 CHF | 99.45% | 99.45% |
14.11.2024 | 0.98% | 1.58 CHF | 1.59 CHF | 118'000 | 118'000 | 53'078 | 53'078 | 83'962 CHF | 84'651 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 1.57 CHF | 1.58 CHF | 118'000 | 118'000 | 53'087 | 53'087 | 82'861 CHF | 83'550 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 1.57 CHF | 1.58 CHF | 118'000 | 118'000 | 53'100 | 53'100 | 83'204 CHF | 83'894 CHF | 99.85% | 99.85% |
11.11.2024 | 0.98% | 1.56 CHF | 1.57 CHF | 118'000 | 118'000 | 53'068 | 53'068 | 83'196 CHF | 83'886 CHF | 99.62% | 99.62% |
08.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 120'000 | 120'000 | 54'069 | 54'069 | 85'400 CHF | 85'942 CHF | 100.00% | 100.00% |
07.11.2024 | 0.72% | 1.57 CHF | 1.58 CHF | 120'000 | 120'000 | 52'351 | 52'351 | 82'552 CHF | 83'102 CHF | 99.90% | 99.90% |