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 | 0.77% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 99'441 | 99'441 | 128'321 CHF | 129'316 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 98'000 | 98'000 | 96'961 | 96'961 | 129'964 CHF | 130'934 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 130'862 CHF | 131'822 CHF | 100.00% | 100.00% |
15.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 94'000 | 94'000 | 94'139 | 94'139 | 130'197 CHF | 131'138 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 94'000 | 94'000 | 95'359 | 95'359 | 130'646 CHF | 131'600 CHF | 99.33% | 99.33% |
13.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 96'000 | 96'000 | 95'138 | 95'138 | 130'223 CHF | 131'174 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 96'000 | 96'000 | 94'319 | 94'319 | 130'423 CHF | 131'366 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 94'000 | 94'000 | 93'998 | 93'998 | 132'288 CHF | 133'228 CHF | 99.93% | 99.93% |
08.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 96'000 | 96'000 | 95'519 | 95'519 | 130'895 CHF | 131'850 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 94'000 | 94'000 | 93'996 | 93'996 | 132'400 CHF | 133'340 CHF | 100.00% | 100.00% |