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 | 0.99% | 0.98 CHF | 0.99 CHF | 130'600 | 130'600 | 130'063 | 130'063 | 130'501 CHF | 131'802 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 126'900 | 126'900 | 126'425 | 126'425 | 120'507 CHF | 121'771 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 127'100 | 127'100 | 126'576 | 126'576 | 124'109 CHF | 125'375 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 121'400 | 121'400 | 119'354 | 119'354 | 126'161 CHF | 127'354 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 118'600 | 118'600 | 120'467 | 120'467 | 128'168 CHF | 129'373 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 122'300 | 122'300 | 120'024 | 120'024 | 126'580 CHF | 127'781 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.04 CHF | 1.05 CHF | 112'600 | 112'600 | 107'920 | 107'920 | 117'989 CHF | 119'068 CHF | 99.85% | 99.85% |
11.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 114'300 | 114'300 | 113'828 | 113'828 | 137'119 CHF | 138'257 CHF | 99.69% | 99.69% |
08.11.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 108'100 | 108'100 | 107'668 | 107'668 | 119'710 CHF | 120'787 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 122'400 | 122'400 | 121'997 | 121'997 | 140'713 CHF | 141'933 CHF | 99.39% | 99.39% |