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 | 0.64% | 1.59 CHF | 1.60 CHF | 110'000 | 110'000 | 107'597 | 107'597 | 167'930 CHF | 169'006 CHF | 99.47% | 99.47% |
19.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 153'418 CHF | 154'461 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 142'520 CHF | 143'535 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 141'113 CHF | 142'125 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 144'748 CHF | 145'768 CHF | 99.33% | 99.33% |
13.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 144'477 CHF | 145'498 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 1.38 CHF | 1.39 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 130'237 CHF | 131'218 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 133'568 CHF | 134'561 CHF | 99.24% | 99.24% |
08.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 133'279 CHF | 134'272 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 127'657 CHF | 128'630 CHF | 99.40% | 99.40% |