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 | 0.95% | 1.59 CHF | 1.60 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 66'422 CHF | 66'955 CHF | 99.90% | 99.90% |
19.11.2024 | 0.91% | 1.68 CHF | 1.69 CHF | 92'000 | 92'000 | 38'260 | 38'260 | 64'677 CHF | 65'181 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 1.68 CHF | 1.69 CHF | 90'000 | 90'000 | 41'033 | 41'033 | 67'557 CHF | 68'090 CHF | 99.90% | 99.90% |
15.11.2024 | 0.93% | 1.67 CHF | 1.68 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 61'684 CHF | 62'135 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.67 CHF | 1.68 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 67'887 CHF | 68'413 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 1.63 CHF | 1.64 CHF | 92'000 | 92'000 | 41'453 | 41'453 | 66'144 CHF | 66'679 CHF | 98.61% | 99.79% |
12.11.2024 | 0.92% | 1.62 CHF | 1.63 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 68'024 CHF | 68'551 CHF | 100.00% | 100.00% |
11.11.2024 | 2.13% | 1.71 CHF | 1.72 CHF | 90'000 | 90'000 | 22'703 | 22'703 | 37'330 CHF | 38'001 CHF | 99.55% | 99.55% |
08.11.2024 | 1.03% | 1.55 CHF | 1.56 CHF | 94'000 | 94'000 | 42'798 | 42'798 | 64'752 CHF | 65'305 CHF | 98.79% | 98.79% |
07.11.2024 | 1.02% | 1.51 CHF | 1.52 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 64'497 CHF | 65'052 CHF | 100.00% | 100.00% |