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 | 0.68% | 1.47 CHF | 1.48 CHF | 54'000 | 54'000 | 53'628 | 53'628 | 79'060 CHF | 79'596 CHF | 99.44% | 99.44% |
19.11.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 80'799 CHF | 81'332 CHF | 99.47% | 99.47% |
18.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 74'622 CHF | 75'170 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 1.29 CHF | 1.30 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 72'879 CHF | 73'428 CHF | 99.44% | 99.44% |
14.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 56'000 | 56'000 | 56'063 | 56'063 | 68'211 CHF | 68'772 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 56'000 | 56'000 | 56'461 | 56'461 | 67'519 CHF | 68'084 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 56'000 | 56'000 | 61'829 | 61'829 | 79'522 CHF | 80'140 CHF | 99.85% | 99.85% |
11.11.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'479 | 75'479 | 88'890 CHF | 89'645 CHF | 99.65% | 99.65% |
08.11.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 78'000 | 78'000 | 78'491 | 78'491 | 76'018 CHF | 76'802 CHF | 99.15% | 99.15% |