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 | 0.99% | 0.96 CHF | 0.97 CHF | 109'600 | 109'600 | 107'658 | 107'658 | 107'708 CHF | 108'785 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 103'100 | 103'100 | 102'338 | 102'338 | 98'300 CHF | 99'323 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 101'500 | 101'500 | 101'482 | 101'482 | 105'292 CHF | 106'307 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 102'400 | 102'400 | 101'568 | 101'568 | 106'960 CHF | 107'976 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 107'800 | 107'800 | 108'566 | 108'566 | 109'181 CHF | 110'267 CHF | 100.00% | 100.00% |
13.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 111'700 | 111'700 | 110'937 | 110'937 | 105'957 CHF | 107'066 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 0.91 CHF | 0.92 CHF | 95'800 | 95'800 | 93'791 | 93'791 | 95'856 CHF | 96'794 CHF | 99.86% | 99.86% |
11.11.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 91'100 | 91'100 | 90'995 | 90'995 | 107'851 CHF | 108'761 CHF | 99.68% | 99.68% |
08.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 81'700 | 81'700 | 81'499 | 81'499 | 96'028 CHF | 96'842 CHF | 99.20% | 99.20% |
07.11.2024 | 0.76% | 1.37 CHF | 1.38 CHF | 84'200 | 84'200 | 85'427 | 85'427 | 111'813 CHF | 112'667 CHF | 100.00% | 100.00% |