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% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 99'441 | 99'441 | 121'919 CHF | 122'914 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 98'000 | 98'000 | 96'961 | 96'961 | 123'635 CHF | 124'605 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 124'561 CHF | 125'521 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 94'000 | 94'000 | 94'139 | 94'139 | 124'039 CHF | 124'980 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 94'000 | 94'000 | 95'359 | 95'359 | 124'506 CHF | 125'459 CHF | 99.33% | 99.33% |
13.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 96'000 | 96'000 | 95'138 | 95'138 | 124'068 CHF | 125'020 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 96'000 | 96'000 | 94'319 | 94'319 | 124'218 CHF | 125'161 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 94'000 | 94'000 | 93'998 | 93'998 | 126'086 CHF | 127'026 CHF | 99.93% | 99.93% |
08.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 96'000 | 96'000 | 95'519 | 95'519 | 124'686 CHF | 125'642 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 94'000 | 94'000 | 93'996 | 93'996 | 125'751 CHF | 126'691 CHF | 100.00% | 100.00% |