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 | 0.89% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 99'440 | 99'440 | 111'450 CHF | 112'445 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 98'000 | 98'000 | 96'960 | 96'960 | 113'515 CHF | 114'485 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 114'538 CHF | 115'498 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 94'000 | 94'000 | 94'138 | 94'138 | 114'154 CHF | 115'095 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 94'000 | 94'000 | 95'359 | 95'359 | 114'422 CHF | 115'376 CHF | 99.39% | 99.39% |
13.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 96'000 | 96'000 | 95'138 | 95'138 | 114'041 CHF | 114'992 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 96'000 | 96'000 | 94'319 | 94'319 | 114'375 CHF | 115'318 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 94'000 | 94'000 | 93'998 | 93'998 | 116'279 CHF | 117'219 CHF | 99.93% | 99.93% |
08.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 96'000 | 96'000 | 95'519 | 95'519 | 114'588 CHF | 115'543 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 94'000 | 94'000 | 93'996 | 93'996 | 115'869 CHF | 116'809 CHF | 100.00% | 100.00% |