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 | 1.05% | 0.95 CHF | 0.96 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 53'047 CHF | 53'607 CHF | 100.00% | 100.00% |
19.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 56'600 | 56'600 | 56'600 | 56'600 | 51'762 CHF | 52'328 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 57'500 | 57'500 | 57'500 | 57'500 | 53'069 CHF | 53'644 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 58'200 | 58'200 | 58'200 | 58'200 | 53'137 CHF | 53'719 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 59'300 | 59'300 | 59'300 | 59'300 | 52'829 CHF | 53'422 CHF | 100.00% | 100.00% |
13.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 58'100 | 58'100 | 58'100 | 58'100 | 51'459 CHF | 52'040 CHF | 100.00% | 100.00% |
12.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 54'300 | 54'300 | 54'300 | 54'300 | 50'643 CHF | 51'186 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 53'100 | 53'100 | 53'100 | 53'100 | 51'955 CHF | 52'486 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 57'000 | 57'000 | 57'000 | 57'000 | 54'067 CHF | 54'637 CHF | 99.19% | 99.19% |
07.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 54'400 | 54'400 | 52'615 | 52'615 | 50'287 CHF | 50'813 CHF | 100.00% | 100.00% |