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 | 0.90% | 1.68 CHF | 1.69 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 70'125 CHF | 70'658 CHF | 99.90% | 99.90% |
19.11.2024 | 0.87% | 1.77 CHF | 1.78 CHF | 92'000 | 92'000 | 38'260 | 38'260 | 68'140 CHF | 68'644 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 1.77 CHF | 1.78 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 71'264 CHF | 71'796 CHF | 99.90% | 99.90% |
15.11.2024 | 0.89% | 1.76 CHF | 1.77 CHF | 90'000 | 90'000 | 36'799 | 36'799 | 65'035 CHF | 65'486 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.76 CHF | 1.77 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 71'545 CHF | 72'071 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 1.72 CHF | 1.73 CHF | 92'000 | 92'000 | 41'453 | 41'453 | 69'878 CHF | 70'413 CHF | 98.61% | 99.79% |
12.11.2024 | 0.87% | 1.71 CHF | 1.72 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 71'675 CHF | 72'202 CHF | 100.00% | 100.00% |
11.11.2024 | 2.01% | 1.80 CHF | 1.81 CHF | 90'000 | 90'000 | 22'703 | 22'703 | 39'369 CHF | 40'039 CHF | 99.57% | 99.57% |
08.11.2024 | 0.97% | 1.64 CHF | 1.65 CHF | 94'000 | 94'000 | 42'849 | 42'849 | 68'642 CHF | 69'196 CHF | 98.52% | 98.52% |
07.11.2024 | 0.97% | 1.60 CHF | 1.61 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 68'319 CHF | 68'874 CHF | 100.00% | 100.00% |