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 | 0.82% | 1.18 CHF | 1.19 CHF | 107'500 | 107'500 | 107'025 | 107'025 | 129'440 CHF | 130'511 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 106'500 | 106'500 | 106'176 | 106'176 | 128'926 CHF | 129'988 CHF | 99.85% | 99.85% |
18.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 107'000 | 107'000 | 106'488 | 106'488 | 128'520 CHF | 129'585 CHF | 100.00% | 100.00% |
15.11.2024 | 1.39% | 1.20 CHF | 1.21 CHF | 96'100 | 96'100 | 85'163 | 85'163 | 103'925 CHF | 104'843 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 93'800 | 93'800 | 93'799 | 93'799 | 128'424 CHF | 129'362 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 91'700 | 91'700 | 91'035 | 91'035 | 126'614 CHF | 127'525 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 87'300 | 87'300 | 87'301 | 87'301 | 125'592 CHF | 126'465 CHF | 99.88% | 99.88% |
11.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 87'100 | 87'100 | 86'882 | 86'882 | 130'040 CHF | 130'909 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 87'100 | 87'100 | 86'619 | 86'619 | 130'270 CHF | 131'137 CHF | 98.90% | 98.90% |
07.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 87'400 | 87'400 | 87'020 | 87'020 | 129'016 CHF | 129'886 CHF | 100.00% | 100.00% |