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 | 0.85% | 1.77 CHF | 1.78 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 73'818 CHF | 74'351 CHF | 99.90% | 99.90% |
19.11.2024 | 0.83% | 1.86 CHF | 1.87 CHF | 92'000 | 92'000 | 38'259 | 38'259 | 71'560 CHF | 72'065 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.86 CHF | 1.87 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 74'956 CHF | 75'489 CHF | 99.90% | 99.90% |
15.11.2024 | 0.84% | 1.85 CHF | 1.86 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 68'353 CHF | 68'804 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.85 CHF | 1.86 CHF | 90'000 | 90'000 | 40'408 | 40'408 | 75'184 CHF | 75'710 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 1.81 CHF | 1.82 CHF | 92'000 | 92'000 | 41'451 | 41'451 | 73'583 CHF | 74'119 CHF | 98.61% | 99.79% |
12.11.2024 | 0.83% | 1.80 CHF | 1.81 CHF | 92'000 | 92'000 | 40'585 | 40'585 | 75'305 CHF | 75'833 CHF | 100.00% | 100.00% |
11.11.2024 | 1.91% | 1.89 CHF | 1.90 CHF | 90'000 | 90'000 | 22'702 | 22'702 | 41'396 CHF | 42'066 CHF | 99.57% | 99.57% |
08.11.2024 | 0.92% | 1.73 CHF | 1.74 CHF | 94'000 | 94'000 | 42'848 | 42'848 | 72'410 CHF | 72'964 CHF | 98.53% | 98.53% |
07.11.2024 | 0.92% | 1.69 CHF | 1.70 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 72'126 CHF | 72'681 CHF | 100.00% | 100.00% |