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 | 1.24% | 0.80 CHF | 0.81 CHF | 93'000 | 93'000 | 90'519 | 90'519 | 72'604 CHF | 73'509 CHF | 100.00% | 100.00% |
19.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 93'000 | 93'000 | 90'417 | 90'417 | 71'525 CHF | 72'429 CHF | 100.00% | 100.00% |
18.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 93'000 | 93'000 | 90'530 | 90'530 | 72'071 CHF | 72'976 CHF | 100.00% | 100.00% |
15.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 71'640 CHF | 72'544 CHF | 100.00% | 100.00% |
14.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 93'000 | 93'000 | 91'592 | 91'592 | 69'234 CHF | 70'150 CHF | 99.33% | 99.33% |
13.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 93'000 | 93'000 | 90'756 | 90'756 | 71'001 CHF | 71'908 CHF | 100.00% | 100.00% |
12.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 71'585 CHF | 72'486 CHF | 98.86% | 100.00% |
11.11.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 91'000 | 91'000 | 86'766 | 86'766 | 75'134 CHF | 76'001 CHF | 99.93% | 99.93% |
08.11.2024 | 1.08% | 0.87 CHF | 0.88 CHF | 89'000 | 89'000 | 84'935 | 84'935 | 77'920 CHF | 78'769 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 83'000 | 83'000 | 81'913 | 81'913 | 82'062 CHF | 82'881 CHF | 98.41% | 98.41% |