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 | 0.84% | 1.19 CHF | 1.20 CHF | 69'300 | 69'300 | 69'161 | 69'161 | 81'664 CHF | 82'355 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 76'300 | 76'300 | 76'294 | 76'294 | 86'877 CHF | 87'640 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 75'300 | 75'300 | 74'754 | 74'754 | 75'873 CHF | 76'620 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 66'700 | 66'700 | 67'089 | 67'089 | 70'360 CHF | 71'031 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.10 CHF | 1.11 CHF | 59'500 | 59'500 | 60'302 | 60'302 | 70'078 CHF | 70'681 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 59'500 | 59'500 | 59'957 | 59'957 | 76'193 CHF | 76'793 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 69'900 | 69'900 | 69'438 | 69'438 | 89'084 CHF | 89'779 CHF | 99.85% | 99.85% |
11.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 64'400 | 64'400 | 64'375 | 64'375 | 73'484 CHF | 74'128 CHF | 99.70% | 99.70% |
08.11.2024 | 1.20% | 1.20 CHF | 1.21 CHF | 92'400 | 92'400 | 74'289 | 74'289 | 84'682 CHF | 85'589 CHF | 98.80% | 98.80% |
07.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 80'600 | 80'600 | 81'152 | 81'152 | 72'877 CHF | 73'688 CHF | 100.00% | 100.00% |