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 | 1.11% | 0.86 CHF | 0.87 CHF | 144'700 | 144'700 | 144'700 | 144'700 | 130'060 CHF | 131'507 CHF | 100.00% | 100.00% |
19.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 136'000 | 136'000 | 136'000 | 136'000 | 120'857 CHF | 122'217 CHF | 99.86% | 99.86% |
18.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 129'700 | 129'700 | 128'442 | 128'442 | 122'831 CHF | 124'116 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 111'200 | 111'200 | 111'422 | 111'422 | 113'409 CHF | 114'523 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 123'170 CHF | 124'250 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 109'200 | 109'200 | 107'095 | 107'095 | 129'811 CHF | 130'882 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 102'900 | 102'900 | 101'269 | 101'269 | 121'490 CHF | 122'503 CHF | 99.89% | 99.89% |
11.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 103'800 | 103'800 | 103'800 | 103'800 | 132'907 CHF | 133'945 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 101'900 | 101'900 | 99'795 | 99'795 | 122'217 CHF | 123'215 CHF | 98.91% | 98.91% |
07.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 101'400 | 101'400 | 101'400 | 101'400 | 130'468 CHF | 131'482 CHF | 100.00% | 100.00% |