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 | 0.77% | 1.31 CHF | 1.32 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 54'949 CHF | 55'374 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 55'382 CHF | 55'810 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 52'434 CHF | 52'853 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 51'156 CHF | 51'569 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 53'781 CHF | 54'202 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 53'295 CHF | 53'715 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 51'135 CHF | 51'548 CHF | 99.85% | 99.85% |
11.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 45'273 CHF | 45'673 CHF | 99.72% | 99.72% |
08.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 40'000 | 40'000 | 39'993 | 39'993 | 45'799 CHF | 46'199 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 41'977 CHF | 42'365 CHF | 99.44% | 99.44% |