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 | 1.59% | 1.24 CHF | 1.26 CHF | 106'900 | 106'900 | 107'203 | 107'203 | 133'437 CHF | 135'581 CHF | 100.00% | 100.00% |
19.11.2024 | 1.69% | 1.21 CHF | 1.23 CHF | 111'600 | 111'600 | 112'702 | 112'702 | 132'390 CHF | 134'644 CHF | 99.90% | 99.90% |
18.11.2024 | 1.68% | 1.18 CHF | 1.20 CHF | 109'700 | 109'700 | 109'582 | 109'582 | 129'283 CHF | 131'474 CHF | 100.00% | 100.00% |
15.11.2024 | 1.40% | 1.20 CHF | 1.22 CHF | 79'100 | 79'100 | 76'732 | 76'732 | 109'723 CHF | 111'259 CHF | 100.00% | 100.00% |
14.11.2024 | 1.70% | 1.76 CHF | 1.79 CHF | 73'700 | 73'700 | 73'535 | 73'535 | 128'527 CHF | 130'733 CHF | 100.00% | 100.00% |
13.11.2024 | 1.75% | 1.75 CHF | 1.78 CHF | 73'300 | 73'300 | 73'675 | 73'675 | 125'198 CHF | 127'408 CHF | 100.00% | 100.00% |
12.11.2024 | 1.37% | 1.79 CHF | 1.82 CHF | 74'700 | 74'700 | 75'070 | 75'070 | 133'298 CHF | 135'140 CHF | 99.92% | 99.92% |
11.11.2024 | 1.15% | 1.72 CHF | 1.74 CHF | 77'100 | 77'100 | 77'170 | 77'170 | 133'970 CHF | 135'513 CHF | 100.00% | 100.00% |
08.11.2024 | 1.21% | 1.67 CHF | 1.69 CHF | 78'600 | 78'600 | 78'905 | 78'905 | 129'240 CHF | 130'818 CHF | 98.95% | 98.95% |
07.11.2024 | 1.24% | 1.65 CHF | 1.67 CHF | 83'100 | 83'100 | 83'909 | 83'909 | 134'283 CHF | 135'961 CHF | 100.00% | 100.00% |