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 | 0.66% | 1.51 CHF | 1.52 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 79'591 CHF | 80'118 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 82'608 CHF | 83'144 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 85'169 CHF | 85'705 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 89'591 CHF | 90'132 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 56'000 | 56'000 | 54'754 | 54'754 | 94'924 CHF | 95'471 CHF | 99.33% | 99.33% |
13.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 91'794 CHF | 92'338 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 93'619 CHF | 94'172 CHF | 68.32% | 100.00% |
11.11.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 55'000 | 55'000 | 52'700 | 52'700 | 82'306 CHF | 82'833 CHF | 99.93% | 99.93% |
08.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 54'000 | 54'000 | 51'726 | 51'726 | 74'667 CHF | 75'185 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 51'000 | 51'000 | 49'706 | 49'706 | 61'045 CHF | 61'542 CHF | 98.53% | 98.53% |