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 | 0.89% | 1.69 CHF | 1.70 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 70'425 CHF | 70'958 CHF | 99.90% | 99.90% |
19.11.2024 | 0.86% | 1.78 CHF | 1.79 CHF | 92'000 | 92'000 | 38'260 | 38'260 | 68'417 CHF | 68'921 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 1.78 CHF | 1.79 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 71'596 CHF | 72'129 CHF | 99.90% | 99.90% |
15.11.2024 | 0.88% | 1.77 CHF | 1.78 CHF | 90'000 | 90'000 | 36'799 | 36'799 | 65'278 CHF | 65'729 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.77 CHF | 1.78 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 71'864 CHF | 72'390 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 1.72 CHF | 1.73 CHF | 92'000 | 92'000 | 41'486 | 41'486 | 70'195 CHF | 70'731 CHF | 98.45% | 99.63% |
12.11.2024 | 0.87% | 1.71 CHF | 1.72 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 71'954 CHF | 72'482 CHF | 100.00% | 100.00% |
11.11.2024 | 2.00% | 1.81 CHF | 1.82 CHF | 90'000 | 90'000 | 22'702 | 22'702 | 39'552 CHF | 40'223 CHF | 99.58% | 99.58% |
08.11.2024 | 0.97% | 1.65 CHF | 1.66 CHF | 94'000 | 94'000 | 42'845 | 42'845 | 68'900 CHF | 69'454 CHF | 98.54% | 98.54% |
07.11.2024 | 0.96% | 1.61 CHF | 1.62 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 68'637 CHF | 69'192 CHF | 100.00% | 100.00% |