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 | 0.52% | 1.92 CHF | 1.93 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 103'279 CHF | 103'815 CHF | 99.44% | 99.44% |
19.11.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 104'866 CHF | 105'399 CHF | 99.47% | 99.47% |
18.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 99'397 CHF | 99'944 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 97'774 CHF | 98'324 CHF | 99.44% | 99.44% |
14.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 56'000 | 56'000 | 56'062 | 56'062 | 93'562 CHF | 94'123 CHF | 100.00% | 100.00% |
13.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 56'000 | 56'000 | 56'460 | 56'460 | 93'056 CHF | 93'621 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 56'000 | 56'000 | 61'829 | 61'829 | 107'467 CHF | 108'085 CHF | 99.85% | 99.85% |
11.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'480 | 75'480 | 123'038 CHF | 123'793 CHF | 99.68% | 99.68% |
08.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 78'000 | 78'000 | 78'491 | 78'491 | 111'523 CHF | 112'307 CHF | 99.20% | 99.20% |
07.11.2024 | 0.80% | 1.43 CHF | 1.44 CHF | 79'000 | 79'000 | 81'047 | 81'047 | 101'395 CHF | 102'206 CHF | 98.92% | 98.92% |