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 | 0.84% | 1.80 CHF | 1.81 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 75'155 CHF | 75'688 CHF | 99.90% | 99.90% |
19.11.2024 | 0.81% | 1.89 CHF | 1.90 CHF | 92'000 | 92'000 | 38'254 | 38'254 | 72'770 CHF | 73'274 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.89 CHF | 1.90 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 76'273 CHF | 76'805 CHF | 99.90% | 99.90% |
15.11.2024 | 0.83% | 1.89 CHF | 1.90 CHF | 90'000 | 90'000 | 36'799 | 36'799 | 69'545 CHF | 69'997 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.88 CHF | 1.89 CHF | 90'000 | 90'000 | 40'408 | 40'408 | 76'473 CHF | 76'999 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 1.84 CHF | 1.85 CHF | 92'000 | 92'000 | 41'454 | 41'454 | 74'899 CHF | 75'434 CHF | 98.61% | 99.78% |
12.11.2024 | 0.82% | 1.83 CHF | 1.84 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 76'606 CHF | 77'134 CHF | 100.00% | 100.00% |
11.11.2024 | 1.88% | 1.92 CHF | 1.93 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 42'105 CHF | 42'775 CHF | 99.59% | 99.59% |
08.11.2024 | 0.91% | 1.76 CHF | 1.77 CHF | 94'000 | 94'000 | 42'843 | 42'843 | 73'742 CHF | 74'296 CHF | 98.55% | 98.55% |
07.11.2024 | 0.90% | 1.72 CHF | 1.73 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 73'444 CHF | 73'999 CHF | 100.00% | 100.00% |