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 | 1.31% | 0.73 CHF | 0.74 CHF | 77'700 | 77'700 | 76'650 | 76'650 | 58'923 CHF | 59'691 CHF | 100.00% | 100.00% |
19.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 77'640 | 77'640 | 76'724 | 76'724 | 58'263 CHF | 59'031 CHF | 98.87% | 98.87% |
18.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 77'010 | 77'010 | 76'037 | 76'037 | 62'412 CHF | 63'173 CHF | 100.00% | 100.00% |
15.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 76'330 | 76'330 | 76'151 | 76'151 | 66'704 CHF | 67'465 CHF | 72.06% | 72.06% |
14.11.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 74'550 | 74'550 | 73'982 | 73'982 | 71'669 CHF | 72'409 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 74'020 | 74'020 | 73'246 | 73'246 | 74'966 CHF | 75'700 CHF | 98.58% | 98.58% |
12.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 74'230 | 74'230 | 73'338 | 73'338 | 74'361 CHF | 75'095 CHF | 99.69% | 99.69% |
11.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 73'300 | 73'300 | 72'653 | 72'653 | 77'835 CHF | 78'562 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 74'260 | 74'260 | 73'385 | 73'385 | 75'612 CHF | 76'347 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 73'540 | 73'540 | 73'077 | 73'077 | 78'542 CHF | 79'274 CHF | 100.00% | 100.00% |