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 | 2.56% | 0.54 CHF | 0.55 CHF | 132'000 | 132'000 | 58'456 | 58'456 | 34'225 CHF | 34'986 CHF | 99.33% | 99.33% |
19.11.2024 | 2.53% | 0.60 CHF | 0.61 CHF | 131'000 | 131'000 | 58'563 | 58'563 | 34'995 CHF | 35'755 CHF | 100.00% | 100.00% |
18.11.2024 | 2.48% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 58'168 | 58'168 | 35'466 CHF | 36'222 CHF | 99.77% | 99.77% |
15.11.2024 | 2.53% | 0.62 CHF | 0.63 CHF | 130'000 | 130'000 | 58'101 | 58'101 | 35'477 CHF | 36'233 CHF | 100.00% | 100.00% |
14.11.2024 | 2.44% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 58'307 | 58'307 | 36'349 CHF | 37'109 CHF | 98.53% | 98.53% |
13.11.2024 | 2.25% | 0.62 CHF | 0.63 CHF | 130'000 | 130'000 | 57'747 | 57'747 | 37'973 CHF | 38'721 CHF | 99.80% | 99.80% |
12.11.2024 | 2.22% | 0.70 CHF | 0.71 CHF | 128'000 | 128'000 | 57'694 | 57'694 | 39'811 CHF | 40'559 CHF | 99.89% | 99.89% |
11.11.2024 | 2.29% | 0.71 CHF | 0.72 CHF | 128'000 | 128'000 | 57'763 | 57'763 | 39'845 CHF | 40'598 CHF | 99.90% | 99.90% |
08.11.2024 | 2.53% | 0.65 CHF | 0.66 CHF | 130'000 | 130'000 | 59'193 | 59'193 | 36'580 CHF | 37'347 CHF | 99.05% | 99.05% |
07.11.2024 | 2.47% | 0.59 CHF | 0.60 CHF | 133'000 | 133'000 | 59'022 | 59'022 | 36'130 CHF | 36'895 CHF | 100.00% | 100.00% |