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% | 0.97 CHF | 0.98 CHF | 83'800 | 83'800 | 81'616 | 81'616 | 81'763 CHF | 82'579 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 84'100 | 84'100 | 81'888 | 81'888 | 80'515 CHF | 81'334 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 85'100 | 85'100 | 82'884 | 82'884 | 81'870 CHF | 82'699 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 86'400 | 86'400 | 84'148 | 84'148 | 81'379 CHF | 82'220 CHF | 100.00% | 100.00% |
14.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 84'300 | 84'300 | 82'096 | 82'096 | 76'897 CHF | 77'718 CHF | 99.35% | 99.35% |
13.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 84'200 | 84'200 | 82'008 | 82'008 | 81'518 CHF | 82'338 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 78'800 | 78'800 | 76'747 | 76'747 | 75'531 CHF | 76'299 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 72'000 | 72'000 | 70'122 | 70'122 | 74'045 CHF | 74'747 CHF | 99.93% | 99.93% |
08.11.2024 | 0.79% | 1.16 CHF | 1.17 CHF | 60'200 | 60'200 | 55'818 | 55'818 | 70'355 CHF | 70'913 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 64'400 | 64'400 | 62'694 | 62'694 | 91'516 CHF | 92'143 CHF | 98.39% | 98.39% |