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 | 0.89% | 1.11 CHF | 1.12 CHF | 93'000 | 93'000 | 90'519 | 90'519 | 100'837 CHF | 101'743 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 93'000 | 93'000 | 90'418 | 90'418 | 99'615 CHF | 100'519 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 93'000 | 93'000 | 90'530 | 90'530 | 100'259 CHF | 101'164 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 93'000 | 93'000 | 90'422 | 90'422 | 99'911 CHF | 100'816 CHF | 100.00% | 100.00% |
14.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 93'000 | 93'000 | 91'593 | 91'593 | 97'948 CHF | 98'863 CHF | 99.34% | 99.34% |
13.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 93'000 | 93'000 | 90'757 | 90'757 | 99'304 CHF | 100'211 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 93'000 | 93'000 | 90'142 | 90'142 | 99'856 CHF | 100'757 CHF | 98.86% | 100.00% |
11.11.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 91'000 | 91'000 | 86'765 | 86'765 | 102'407 CHF | 103'275 CHF | 99.93% | 99.93% |
08.11.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 89'000 | 89'000 | 84'935 | 84'935 | 104'556 CHF | 105'405 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 83'000 | 83'000 | 81'913 | 81'913 | 107'830 CHF | 108'650 CHF | 98.41% | 98.41% |