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 | 0.52% | 2.00 CHF | 2.01 CHF | 124'000 | 124'000 | 55'093 | 55'093 | 108'697 CHF | 109'249 CHF | 99.90% | 99.90% |
19.11.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 122'000 | 122'000 | 53'231 | 53'231 | 102'975 CHF | 103'509 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.94 CHF | 1.95 CHF | 122'000 | 122'000 | 53'570 | 53'570 | 100'904 CHF | 101'598 CHF | 99.90% | 99.90% |
15.11.2024 | 0.83% | 1.85 CHF | 1.86 CHF | 118'000 | 118'000 | 47'069 | 47'069 | 87'056 CHF | 87'624 CHF | 99.45% | 99.45% |
14.11.2024 | 0.84% | 1.85 CHF | 1.86 CHF | 118'000 | 118'000 | 53'075 | 53'075 | 98'242 CHF | 98'931 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 1.84 CHF | 1.85 CHF | 118'000 | 118'000 | 53'085 | 53'085 | 97'075 CHF | 97'765 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 1.83 CHF | 1.84 CHF | 118'000 | 118'000 | 53'086 | 53'086 | 97'316 CHF | 98'006 CHF | 99.88% | 99.88% |
11.11.2024 | 0.84% | 1.83 CHF | 1.84 CHF | 118'000 | 118'000 | 53'075 | 53'075 | 97'382 CHF | 98'073 CHF | 99.56% | 99.56% |
08.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 120'000 | 120'000 | 54'268 | 54'268 | 100'073 CHF | 100'617 CHF | 99.16% | 99.16% |
07.11.2024 | 0.62% | 1.84 CHF | 1.85 CHF | 120'000 | 120'000 | 52'349 | 52'349 | 96'443 CHF | 96'993 CHF | 99.90% | 99.90% |