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 | 0.98% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 99'440 | 99'440 | 100'536 CHF | 101'531 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 98'000 | 98'000 | 96'961 | 96'961 | 103'355 CHF | 104'324 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 104'389 CHF | 105'349 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 94'000 | 94'000 | 94'138 | 94'138 | 104'196 CHF | 105'138 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 94'000 | 94'000 | 95'359 | 95'359 | 104'466 CHF | 105'419 CHF | 99.33% | 99.33% |
13.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 96'000 | 96'000 | 95'138 | 95'138 | 104'049 CHF | 105'000 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 96'000 | 96'000 | 94'319 | 94'319 | 104'380 CHF | 105'324 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 94'000 | 94'000 | 93'998 | 93'998 | 106'317 CHF | 107'257 CHF | 99.93% | 99.93% |
08.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 96'000 | 96'000 | 95'519 | 95'519 | 104'545 CHF | 105'500 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 94'000 | 94'000 | 93'996 | 93'996 | 105'884 CHF | 106'824 CHF | 100.00% | 100.00% |