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 | 0.72% | 1.35 CHF | 1.36 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 115'341 CHF | 116'171 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 83'000 | 83'000 | 83'015 | 83'015 | 112'578 CHF | 113'408 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 118'124 CHF | 118'943 CHF | 100.00% | 100.00% |
15.11.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 119'427 CHF | 120'240 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.46 CHF | 1.47 CHF | 81'000 | 81'000 | 82'676 | 82'676 | 115'451 CHF | 116'278 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 83'000 | 83'000 | 84'509 | 84'509 | 108'727 CHF | 109'572 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 1.22 CHF | 1.23 CHF | 85'000 | 85'000 | 83'328 | 83'328 | 110'096 CHF | 110'930 CHF | 99.86% | 99.86% |
11.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 81'000 | 81'000 | 81'069 | 81'069 | 119'813 CHF | 120'623 CHF | 99.65% | 99.65% |
08.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 83'000 | 83'000 | 79'156 | 79'156 | 119'203 CHF | 120'015 CHF | 98.71% | 98.71% |
07.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 77'000 | 77'000 | 77'268 | 77'268 | 141'235 CHF | 142'007 CHF | 100.00% | 100.00% |