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% | 1.72 CHF | 1.73 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 92'540 CHF | 93'076 CHF | 99.44% | 99.44% |
19.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 94'201 CHF | 94'734 CHF | 99.47% | 99.47% |
18.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 88'374 CHF | 88'922 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 86'706 CHF | 87'255 CHF | 99.44% | 99.44% |
14.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 56'000 | 56'000 | 56'062 | 56'062 | 82'524 CHF | 83'084 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 56'000 | 56'000 | 56'459 | 56'459 | 81'950 CHF | 82'515 CHF | 99.88% | 99.88% |
12.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 56'000 | 56'000 | 61'828 | 61'828 | 95'413 CHF | 96'031 CHF | 99.86% | 99.86% |
11.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'480 | 75'480 | 108'970 CHF | 109'725 CHF | 99.73% | 99.73% |
08.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 78'000 | 78'000 | 78'495 | 78'495 | 96'737 CHF | 97'522 CHF | 100.00% | 100.00% |
07.11.2024 | 0.95% | 1.24 CHF | 1.25 CHF | 79'000 | 79'000 | 81'048 | 81'048 | 85'974 CHF | 86'785 CHF | 98.92% | 98.92% |