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 | 0.57% | 1.78 CHF | 1.79 CHF | 102'000 | 102'000 | 40'241 | 40'241 | 72'294 CHF | 72'699 CHF | 99.75% | 99.75% |
19.11.2024 | 0.62% | 1.76 CHF | 1.77 CHF | 104'000 | 104'000 | 41'861 | 41'861 | 70'134 CHF | 70'553 CHF | 99.97% | 99.97% |
18.11.2024 | 0.63% | 1.69 CHF | 1.70 CHF | 104'000 | 104'000 | 40'614 | 40'614 | 65'532 CHF | 65'939 CHF | 99.88% | 99.88% |
15.11.2024 | 0.55% | 1.67 CHF | 1.68 CHF | 104'000 | 104'000 | 40'306 | 40'306 | 72'103 CHF | 72'507 CHF | 99.22% | 99.22% |
14.11.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 98'000 | 98'000 | 38'909 | 38'909 | 78'234 CHF | 78'624 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 1.96 CHF | 1.97 CHF | 100'000 | 100'000 | 39'023 | 39'023 | 80'212 CHF | 80'603 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 2.14 CHF | 2.15 CHF | 98'000 | 98'000 | 36'006 | 36'006 | 78'637 CHF | 79'004 CHF | 95.89% | 99.82% |
11.11.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 96'000 | 96'000 | 36'713 | 36'713 | 85'507 CHF | 85'874 CHF | 99.59% | 99.59% |
08.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 94'000 | 94'000 | 36'252 | 36'252 | 89'093 CHF | 89'456 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 2.63 CHF | 2.64 CHF | 90'000 | 90'000 | 28'566 | 28'566 | 68'763 CHF | 69'135 CHF | 98.05% | 98.05% |