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 | 1.44% | 1.35 CHF | 1.37 CHF | 77'000 | 77'000 | 76'837 | 76'837 | 106'052 CHF | 107'588 CHF | 100.00% | 100.00% |
19.11.2024 | 1.47% | 1.35 CHF | 1.37 CHF | 77'000 | 77'000 | 77'142 | 77'142 | 104'451 CHF | 105'994 CHF | 99.87% | 99.87% |
18.11.2024 | 1.43% | 1.39 CHF | 1.41 CHF | 77'000 | 77'000 | 76'960 | 76'960 | 106'636 CHF | 108'176 CHF | 100.00% | 100.00% |
15.11.2024 | 1.38% | 1.41 CHF | 1.43 CHF | 76'000 | 76'000 | 76'002 | 76'002 | 109'193 CHF | 110'713 CHF | 100.00% | 100.00% |
14.11.2024 | 1.41% | 1.44 CHF | 1.46 CHF | 76'000 | 76'000 | 76'384 | 76'384 | 107'793 CHF | 109'321 CHF | 100.00% | 100.00% |
13.11.2024 | 1.46% | 1.35 CHF | 1.37 CHF | 77'000 | 77'000 | 77'139 | 77'139 | 104'797 CHF | 106'340 CHF | 100.00% | 100.00% |
12.11.2024 | 1.37% | 1.39 CHF | 1.41 CHF | 77'000 | 77'000 | 76'121 | 76'121 | 110'141 CHF | 111'663 CHF | 99.89% | 99.89% |
11.11.2024 | 1.37% | 1.42 CHF | 1.44 CHF | 76'000 | 76'000 | 76'011 | 76'011 | 109'843 CHF | 111'363 CHF | 100.00% | 100.00% |
08.11.2024 | 1.43% | 1.38 CHF | 1.40 CHF | 77'000 | 77'000 | 77'000 | 77'000 | 106'604 CHF | 108'144 CHF | 98.89% | 98.89% |
07.11.2024 | 1.41% | 1.41 CHF | 1.43 CHF | 76'000 | 76'000 | 76'439 | 76'439 | 107'799 CHF | 109'328 CHF | 100.00% | 100.00% |