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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.58% | 1.63 CHF | 1.64 CHF | 53'000 | 53'000 | 51'952 | 51'952 | 89'755 CHF | 90'275 CHF | 100.00% | 100.00% |
22.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 52'000 | 52'000 | 52'512 | 52'512 | 87'117 CHF | 87'642 CHF | 100.00% | 100.00% |
20.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 81'593 CHF | 82'130 CHF | 99.44% | 99.44% |
19.11.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 83'347 CHF | 83'881 CHF | 99.47% | 99.47% |
18.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 77'198 CHF | 77'746 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 75'486 CHF | 76'036 CHF | 99.44% | 99.44% |
14.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 56'000 | 56'000 | 56'063 | 56'063 | 71'098 CHF | 71'659 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 56'000 | 56'000 | 56'458 | 56'456 | 70'425 CHF | 70'987 CHF | 99.83% | 99.83% |
12.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 56'000 | 56'000 | 61'829 | 61'829 | 82'809 CHF | 83'428 CHF | 99.85% | 99.85% |
11.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'479 | 75'479 | 93'562 CHF | 94'316 CHF | 99.65% | 99.65% |