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 | 0.58% | 1.79 CHF | 1.80 CHF | 124'000 | 124'000 | 55'093 | 55'093 | 96'936 CHF | 97'488 CHF | 99.90% | 99.90% |
19.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 122'000 | 122'000 | 53'231 | 53'231 | 91'606 CHF | 92'140 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 1.73 CHF | 1.74 CHF | 122'000 | 122'000 | 53'569 | 53'569 | 89'418 CHF | 90'112 CHF | 99.90% | 99.90% |
15.11.2024 | 0.94% | 1.64 CHF | 1.65 CHF | 118'000 | 118'000 | 47'069 | 47'069 | 76'903 CHF | 77'472 CHF | 99.45% | 99.45% |
14.11.2024 | 0.94% | 1.64 CHF | 1.65 CHF | 118'000 | 118'000 | 53'081 | 53'081 | 86'831 CHF | 87'521 CHF | 100.00% | 100.00% |
13.11.2024 | 0.95% | 1.62 CHF | 1.63 CHF | 118'000 | 118'000 | 53'084 | 53'084 | 85'777 CHF | 86'467 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 1.62 CHF | 1.63 CHF | 118'000 | 118'000 | 53'101 | 53'101 | 85'995 CHF | 86'685 CHF | 99.85% | 99.85% |
11.11.2024 | 0.95% | 1.61 CHF | 1.62 CHF | 118'000 | 118'000 | 52'926 | 52'926 | 85'751 CHF | 86'440 CHF | 99.56% | 99.56% |
08.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 120'000 | 120'000 | 54'269 | 54'269 | 88'602 CHF | 89'145 CHF | 99.15% | 99.15% |
07.11.2024 | 0.70% | 1.63 CHF | 1.64 CHF | 120'000 | 120'000 | 52'350 | 52'350 | 85'335 CHF | 85'885 CHF | 99.90% | 99.90% |