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 | 1.17% | 0.85 CHF | 0.86 CHF | 93'000 | 93'000 | 90'518 | 90'518 | 77'111 CHF | 78'016 CHF | 100.00% | 100.00% |
19.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 93'000 | 93'000 | 90'418 | 90'418 | 76'043 CHF | 76'947 CHF | 100.00% | 100.00% |
18.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 93'000 | 93'000 | 90'530 | 90'530 | 76'565 CHF | 77'471 CHF | 100.00% | 100.00% |
15.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 76'144 CHF | 77'048 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 93'000 | 93'000 | 91'592 | 91'592 | 73'855 CHF | 74'771 CHF | 99.39% | 99.39% |
13.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 93'000 | 93'000 | 90'757 | 90'757 | 75'525 CHF | 76'433 CHF | 100.00% | 100.00% |
12.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 76'111 CHF | 77'013 CHF | 98.86% | 100.00% |
11.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 91'000 | 91'000 | 86'765 | 86'765 | 79'531 CHF | 80'398 CHF | 99.93% | 99.93% |
08.11.2024 | 1.03% | 0.92 CHF | 0.93 CHF | 89'000 | 89'000 | 84'934 | 84'934 | 82'188 CHF | 83'038 CHF | 100.00% | 100.00% |
07.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 83'000 | 83'000 | 81'913 | 81'913 | 86'199 CHF | 87'018 CHF | 98.41% | 98.41% |