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 | 0.92% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 99'441 | 99'441 | 108'017 CHF | 109'011 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 98'000 | 98'000 | 96'961 | 96'961 | 110'114 CHF | 111'084 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 111'114 CHF | 112'074 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 94'000 | 94'000 | 94'139 | 94'139 | 110'809 CHF | 111'750 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 94'000 | 94'000 | 95'359 | 95'359 | 111'147 CHF | 112'101 CHF | 99.33% | 99.33% |
13.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 96'000 | 96'000 | 95'138 | 95'138 | 111'185 CHF | 112'136 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 96'000 | 96'000 | 94'319 | 94'319 | 111'541 CHF | 112'484 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 94'000 | 94'000 | 93'998 | 93'998 | 113'450 CHF | 114'390 CHF | 99.93% | 99.93% |
08.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 96'000 | 96'000 | 95'519 | 95'519 | 111'709 CHF | 112'664 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 94'000 | 94'000 | 93'996 | 93'996 | 113'013 CHF | 113'953 CHF | 100.00% | 100.00% |