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 | 1.19% | 0.83 CHF | 0.84 CHF | 91'900 | 91'900 | 40'998 | 40'998 | 34'709 CHF | 35'120 CHF | 99.34% | 99.34% |
19.11.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 90'000 | 90'000 | 40'227 | 40'227 | 33'913 CHF | 34'316 CHF | 100.00% | 100.00% |
18.11.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 88'500 | 88'500 | 39'542 | 39'542 | 34'711 CHF | 35'107 CHF | 99.74% | 99.74% |
15.11.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 94'500 | 94'500 | 42'472 | 42'472 | 35'038 CHF | 35'464 CHF | 99.87% | 99.87% |
14.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 94'700 | 94'700 | 42'367 | 42'367 | 35'235 CHF | 35'659 CHF | 98.59% | 98.59% |
13.11.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 94'700 | 94'700 | 42'722 | 42'722 | 35'244 CHF | 35'672 CHF | 100.00% | 100.00% |
12.11.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 94'600 | 94'600 | 42'151 | 42'151 | 35'064 CHF | 35'486 CHF | 99.88% | 99.88% |
11.11.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 100'300 | 100'300 | 44'984 | 44'984 | 36'651 CHF | 37'102 CHF | 99.88% | 99.88% |
08.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 105'400 | 105'400 | 47'353 | 47'353 | 36'106 CHF | 36'581 CHF | 98.89% | 98.89% |
07.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 102'200 | 102'200 | 44'803 | 44'803 | 34'281 CHF | 34'731 CHF | 99.90% | 99.90% |