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 | 0.80% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 99'440 | 99'440 | 124'349 CHF | 125'344 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 98'000 | 98'000 | 96'961 | 96'961 | 126'093 CHF | 127'063 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 127'444 CHF | 128'404 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 94'000 | 94'000 | 94'138 | 94'138 | 126'873 CHF | 127'814 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 94'000 | 94'000 | 95'359 | 95'359 | 127'370 CHF | 128'323 CHF | 99.39% | 99.39% |
13.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 96'000 | 96'000 | 95'138 | 95'138 | 126'930 CHF | 127'881 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 96'000 | 96'000 | 94'320 | 94'320 | 127'053 CHF | 127'996 CHF | 100.00% | 100.00% |
11.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 94'000 | 94'000 | 93'998 | 93'998 | 128'915 CHF | 129'855 CHF | 99.93% | 99.93% |
08.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 96'000 | 96'000 | 95'519 | 95'519 | 127'564 CHF | 128'519 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 94'000 | 94'000 | 93'996 | 93'996 | 128'612 CHF | 129'552 CHF | 100.00% | 100.00% |