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% | 1.71 CHF | 1.72 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 92'133 CHF | 92'669 CHF | 99.44% | 99.44% |
19.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 93'824 CHF | 94'358 CHF | 99.47% | 99.47% |
18.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 88'024 CHF | 88'572 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 86'342 CHF | 86'892 CHF | 99.44% | 99.44% |
14.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 56'000 | 56'000 | 56'063 | 56'063 | 81'907 CHF | 82'468 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 56'000 | 56'000 | 56'460 | 56'460 | 81'322 CHF | 81'887 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 56'000 | 56'000 | 61'829 | 61'829 | 94'628 CHF | 95'246 CHF | 99.85% | 99.85% |
11.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 75'000 | 75'000 | 75'479 | 75'479 | 107'334 CHF | 108'089 CHF | 99.69% | 99.69% |
08.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 78'000 | 78'000 | 78'495 | 78'495 | 95'180 CHF | 95'965 CHF | 100.00% | 100.00% |
07.11.2024 | 0.97% | 1.22 CHF | 1.23 CHF | 79'000 | 79'000 | 81'048 | 81'048 | 84'523 CHF | 85'334 CHF | 98.92% | 98.92% |