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 | 0.91% | 1.10 CHF | 1.11 CHF | 100'500 | 100'500 | 100'500 | 100'500 | 109'881 CHF | 110'886 CHF | 99.45% | 99.45% |
19.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 100'500 | 100'500 | 96'178 | 96'178 | 103'770 CHF | 104'732 CHF | 98.78% | 98.78% |
18.11.2024 | 1.55% | 1.07 CHF | 1.08 CHF | 94'900 | 94'900 | 89'351 | 89'351 | 100'212 CHF | 101'772 CHF | 98.78% | 98.78% |
15.11.2024 | 1.69% | 1.19 CHF | 1.21 CHF | 87'600 | 87'600 | 84'107 | 84'107 | 98'678 CHF | 100'360 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 1.24 CHF | 1.26 CHF | 83'000 | 83'000 | 87'890 | 87'890 | 110'174 CHF | 111'238 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 89'300 | 89'300 | 92'586 | 92'586 | 110'114 CHF | 111'040 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 93'600 | 93'600 | 99'830 | 99'830 | 115'392 CHF | 116'391 CHF | 99.82% | 99.82% |
11.11.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 101'500 | 101'500 | 107'185 | 107'185 | 112'301 CHF | 113'373 CHF | 99.74% | 99.74% |
08.11.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 109'000 | 109'000 | 109'460 | 109'460 | 110'734 CHF | 111'829 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 0.97 CHF | 0.98 CHF | 109'600 | 109'600 | 103'265 | 103'265 | 104'388 CHF | 105'421 CHF | 99.96% | 99.96% |