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 | 0.53% | 1.97 CHF | 1.98 CHF | 124'000 | 124'000 | 55'090 | 55'090 | 107'133 CHF | 107'685 CHF | 99.89% | 99.89% |
19.11.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 122'000 | 122'000 | 53'230 | 53'230 | 101'422 CHF | 101'956 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.91 CHF | 1.92 CHF | 122'000 | 122'000 | 53'568 | 53'568 | 99'284 CHF | 99'978 CHF | 99.89% | 99.89% |
15.11.2024 | 0.85% | 1.82 CHF | 1.83 CHF | 118'000 | 118'000 | 47'069 | 47'069 | 85'626 CHF | 86'194 CHF | 99.45% | 99.45% |
14.11.2024 | 0.85% | 1.82 CHF | 1.83 CHF | 118'000 | 118'000 | 53'075 | 53'075 | 96'636 CHF | 97'326 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 1.81 CHF | 1.82 CHF | 118'000 | 118'000 | 53'084 | 53'084 | 95'476 CHF | 96'165 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 1.80 CHF | 1.81 CHF | 118'000 | 118'000 | 53'099 | 53'099 | 95'744 CHF | 96'434 CHF | 99.85% | 99.85% |
11.11.2024 | 0.85% | 1.80 CHF | 1.81 CHF | 118'000 | 118'000 | 53'068 | 53'068 | 95'774 CHF | 96'464 CHF | 99.59% | 99.59% |
08.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 120'000 | 120'000 | 54'252 | 54'252 | 98'453 CHF | 98'996 CHF | 99.23% | 99.23% |
07.11.2024 | 0.63% | 1.81 CHF | 1.82 CHF | 120'000 | 120'000 | 52'349 | 52'349 | 94'916 CHF | 95'466 CHF | 99.90% | 99.90% |