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 | 1.07% | 0.90 CHF | 0.91 CHF | 140'500 | 140'500 | 140'477 | 140'477 | 130'808 CHF | 132'213 CHF | 100.00% | 100.00% |
19.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 132'200 | 132'200 | 132'225 | 132'225 | 120'434 CHF | 121'756 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 132'500 | 132'500 | 134'037 | 134'037 | 129'420 CHF | 130'760 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 133'500 | 133'500 | 130'861 | 130'861 | 128'450 CHF | 129'759 CHF | 100.00% | 100.00% |
14.11.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 139'500 | 139'500 | 142'346 | 142'346 | 133'584 CHF | 135'007 CHF | 100.00% | 100.00% |
13.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 148'400 | 148'400 | 151'035 | 151'035 | 131'963 CHF | 133'473 CHF | 100.00% | 100.00% |
12.11.2024 | 1.11% | 0.83 CHF | 0.84 CHF | 136'600 | 136'600 | 133'925 | 133'925 | 120'285 CHF | 121'625 CHF | 99.85% | 99.85% |
11.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 133'600 | 133'600 | 133'709 | 133'709 | 133'339 CHF | 134'677 CHF | 99.67% | 99.67% |
08.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 107'800 | 107'800 | 102'805 | 102'805 | 106'154 CHF | 107'209 CHF | 98.75% | 98.75% |
07.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 106'200 | 106'200 | 106'561 | 106'561 | 137'113 CHF | 138'179 CHF | 100.00% | 100.00% |