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 | 1.56% | 0.61 CHF | 0.62 CHF | 106'000 | 106'000 | 105'440 | 105'440 | 66'913 CHF | 67'967 CHF | 100.00% | 100.00% |
19.11.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 70'119 CHF | 71'149 CHF | 100.00% | 100.00% |
18.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 71'511 CHF | 72'531 CHF | 100.00% | 100.00% |
15.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'139 | 100'139 | 71'942 CHF | 72'943 CHF | 100.00% | 100.00% |
14.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 101'359 | 101'359 | 72'252 CHF | 73'266 CHF | 99.33% | 99.33% |
13.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 71'774 CHF | 72'785 CHF | 100.00% | 100.00% |
12.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 102'000 | 102'000 | 100'319 | 100'319 | 72'587 CHF | 73'590 CHF | 100.00% | 100.00% |
11.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 74'572 CHF | 75'572 CHF | 99.93% | 99.93% |
08.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 72'094 CHF | 73'109 CHF | 100.00% | 100.00% |
07.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 73'927 CHF | 74'927 CHF | 100.00% | 100.00% |