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 | 0.81% | 1.24 CHF | 1.25 CHF | 80'000 | 80'000 | 36'577 | 36'577 | 45'746 CHF | 46'112 CHF | 99.37% | 99.37% |
19.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 82'000 | 82'000 | 36'854 | 36'854 | 48'225 CHF | 48'594 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 82'000 | 82'000 | 36'774 | 36'774 | 49'563 CHF | 49'932 CHF | 99.65% | 99.65% |
15.11.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 82'000 | 82'000 | 36'734 | 36'734 | 48'170 CHF | 48'538 CHF | 99.71% | 99.71% |
14.11.2024 | 0.80% | 1.32 CHF | 1.33 CHF | 82'000 | 82'000 | 36'160 | 36'160 | 46'408 CHF | 46'770 CHF | 98.61% | 98.61% |
13.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 81'000 | 81'000 | 36'666 | 36'666 | 45'992 CHF | 46'359 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 81'000 | 81'000 | 36'569 | 36'569 | 45'282 CHF | 45'648 CHF | 99.88% | 99.88% |
11.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 80'000 | 80'000 | 35'641 | 35'641 | 43'054 CHF | 43'411 CHF | 99.90% | 99.90% |
08.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 80'000 | 80'000 | 36'547 | 36'547 | 43'817 CHF | 44'183 CHF | 99.04% | 99.04% |
07.11.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 81'000 | 81'000 | 35'876 | 35'876 | 43'589 CHF | 43'949 CHF | 99.90% | 99.90% |