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 | 1.68% | 0.59 CHF | 0.60 CHF | 101'800 | 101'800 | 101'380 | 101'380 | 59'790 CHF | 60'804 CHF | 100.00% | 100.00% |
19.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100'800 | 100'800 | 100'385 | 100'385 | 60'218 CHF | 61'222 CHF | 99.88% | 99.88% |
18.11.2024 | 1.50% | 0.61 CHF | 0.62 CHF | 91'500 | 91'500 | 90'509 | 90'509 | 59'954 CHF | 60'859 CHF | 100.00% | 100.00% |
15.11.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 79'500 | 79'500 | 79'172 | 79'172 | 58'194 CHF | 58'986 CHF | 100.00% | 100.00% |
14.11.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 68'400 | 68'400 | 67'626 | 67'626 | 56'377 CHF | 57'053 CHF | 99.45% | 99.45% |
13.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 66'400 | 66'400 | 66'126 | 66'126 | 59'847 CHF | 60'509 CHF | 100.00% | 100.00% |
12.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 64'000 | 64'000 | 63'736 | 63'736 | 59'547 CHF | 60'185 CHF | 99.90% | 99.90% |
11.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 66'300 | 66'300 | 66'027 | 66'027 | 64'639 CHF | 65'300 CHF | 100.00% | 100.00% |
08.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 65'400 | 65'400 | 65'127 | 65'127 | 62'577 CHF | 63'228 CHF | 98.93% | 98.93% |
07.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 68'500 | 68'500 | 68'218 | 68'218 | 66'862 CHF | 67'544 CHF | 100.00% | 100.00% |