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 | 1.24% | 0.79 CHF | 0.80 CHF | 98'500 | 98'500 | 97'725 | 97'725 | 78'536 CHF | 79'513 CHF | 99.44% | 99.44% |
19.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 92'800 | 92'800 | 92'831 | 92'831 | 69'291 CHF | 70'220 CHF | 97.93% | 97.93% |
18.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 89'000 | 89'000 | 88'460 | 88'460 | 78'247 CHF | 79'131 CHF | 99.88% | 99.88% |
15.11.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 80'200 | 80'200 | 78'826 | 78'826 | 74'280 CHF | 75'068 CHF | 100.00% | 100.00% |
14.11.2024 | 1.06% | 1.00 CHF | 1.01 CHF | 84'600 | 84'600 | 85'507 | 85'507 | 80'392 CHF | 81'247 CHF | 98.52% | 98.52% |
13.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 90'200 | 90'200 | 90'087 | 90'087 | 80'704 CHF | 81'605 CHF | 100.00% | 100.00% |
12.11.2024 | 1.10% | 0.85 CHF | 0.86 CHF | 86'600 | 86'600 | 85'416 | 85'416 | 77'225 CHF | 78'079 CHF | 99.88% | 99.88% |
11.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 90'500 | 90'500 | 90'653 | 90'653 | 80'431 CHF | 81'338 CHF | 100.00% | 100.00% |
08.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 91'500 | 91'500 | 91'523 | 91'523 | 77'086 CHF | 78'001 CHF | 99.05% | 99.05% |
07.11.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 87'600 | 87'600 | 86'255 | 86'255 | 77'033 CHF | 77'896 CHF | 100.00% | 100.00% |