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 | 0.87% | 1.09 CHF | 1.10 CHF | 70'300 | 70'300 | 70'011 | 70'011 | 79'840 CHF | 80'541 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 70'100 | 70'100 | 71'251 | 71'251 | 74'073 CHF | 74'785 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 70'700 | 70'700 | 70'408 | 70'408 | 76'501 CHF | 77'205 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 69'300 | 69'300 | 69'014 | 69'014 | 75'629 CHF | 76'319 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 69'700 | 69'700 | 69'413 | 69'413 | 77'423 CHF | 78'117 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 69'500 | 69'500 | 69'214 | 69'214 | 77'124 CHF | 77'816 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 1.09 CHF | 1.10 CHF | 65'200 | 65'200 | 64'725 | 64'725 | 74'418 CHF | 75'065 CHF | 99.86% | 99.86% |
11.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 70'200 | 70'200 | 70'405 | 70'405 | 85'247 CHF | 85'951 CHF | 99.09% | 99.09% |
08.11.2024 | 1.00% | 1.06 CHF | 1.07 CHF | 76'000 | 76'000 | 78'197 | 78'197 | 77'929 CHF | 78'711 CHF | 99.48% | 99.48% |
07.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 92'900 | 92'900 | 38'524 | 38'524 | 37'028 CHF | 37'413 CHF | 99.39% | 99.39% |