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 | 0.76% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 99'440 | 99'440 | 130'859 CHF | 131'854 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 98'000 | 98'000 | 96'961 | 96'961 | 132'326 CHF | 133'296 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 133'211 CHF | 134'171 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 94'000 | 94'000 | 94'138 | 94'138 | 132'539 CHF | 133'480 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 94'000 | 94'000 | 95'359 | 95'359 | 133'096 CHF | 134'050 CHF | 99.39% | 99.39% |
13.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 96'000 | 96'000 | 95'138 | 95'138 | 132'649 CHF | 133'601 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 96'000 | 96'000 | 94'320 | 94'320 | 132'720 CHF | 133'664 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 94'000 | 94'000 | 93'998 | 93'998 | 134'569 CHF | 135'509 CHF | 99.93% | 99.93% |
08.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 96'000 | 96'000 | 95'519 | 95'519 | 133'776 CHF | 134'731 CHF | 100.00% | 100.00% |
07.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 94'000 | 94'000 | 93'996 | 93'996 | 134'845 CHF | 135'785 CHF | 100.00% | 100.00% |