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 | 1.58% | 0.64 CHF | 0.65 CHF | 87'000 | 87'000 | 86'757 | 86'757 | 54'961 CHF | 55'829 CHF | 100.00% | 100.00% |
19.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 87'600 | 87'600 | 86'250 | 86'250 | 55'560 CHF | 56'423 CHF | 98.89% | 98.89% |
18.11.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 85'800 | 85'800 | 85'503 | 85'503 | 56'767 CHF | 57'622 CHF | 100.00% | 100.00% |
15.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 85'000 | 85'000 | 86'073 | 86'073 | 58'020 CHF | 58'881 CHF | 71.72% | 71.72% |
14.11.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 86'400 | 86'400 | 85'953 | 85'953 | 56'416 CHF | 57'276 CHF | 100.00% | 100.00% |
13.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 86'600 | 86'600 | 85'851 | 85'851 | 56'678 CHF | 57'538 CHF | 99.19% | 99.19% |
12.11.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 87'400 | 87'400 | 85'438 | 85'438 | 56'779 CHF | 57'635 CHF | 100.00% | 100.00% |
11.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 84'300 | 84'300 | 83'612 | 83'612 | 58'867 CHF | 59'704 CHF | 100.00% | 100.00% |
08.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 85'100 | 85'100 | 84'101 | 84'101 | 58'685 CHF | 59'527 CHF | 100.00% | 100.00% |
07.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 83'300 | 83'300 | 82'487 | 82'487 | 60'973 CHF | 61'799 CHF | 100.00% | 100.00% |