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 | 0.78% | 1.27 CHF | 1.28 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 68'473 CHF | 69'009 CHF | 99.44% | 99.44% |
19.11.2024 | 0.76% | 1.37 CHF | 1.38 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 70'311 CHF | 70'845 CHF | 99.47% | 99.47% |
18.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 63'962 CHF | 64'509 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 62'215 CHF | 62'764 CHF | 99.44% | 99.44% |
14.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 56'000 | 56'000 | 56'062 | 56'062 | 57'630 CHF | 58'190 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 56'000 | 56'000 | 56'460 | 56'460 | 56'818 CHF | 57'383 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 56'000 | 56'000 | 61'829 | 61'829 | 67'710 CHF | 68'328 CHF | 99.85% | 99.85% |
11.11.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'480 | 75'480 | 75'026 CHF | 75'781 CHF | 99.72% | 99.72% |
08.11.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 78'000 | 78'000 | 78'495 | 78'495 | 62'158 CHF | 62'943 CHF | 100.00% | 100.00% |