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 | 1.20% | 1.66 CHF | 1.68 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 159'871 CHF | 161'796 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 1.70 CHF | 1.72 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 170'411 CHF | 172'369 CHF | 99.87% | 99.87% |
18.11.2024 | 1.15% | 1.74 CHF | 1.76 CHF | 98'000 | 98'000 | 97'904 | 97'904 | 170'105 CHF | 172'063 CHF | 100.00% | 100.00% |
15.11.2024 | 1.29% | 1.72 CHF | 1.74 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 145'009 CHF | 146'892 CHF | 100.00% | 100.00% |
14.11.2024 | 1.55% | 1.27 CHF | 1.29 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 115'338 CHF | 117'135 CHF | 100.00% | 100.00% |
13.11.2024 | 1.50% | 1.28 CHF | 1.30 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 119'818 CHF | 121'627 CHF | 100.00% | 100.00% |
12.11.2024 | 1.57% | 1.25 CHF | 1.27 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 113'010 CHF | 114'800 CHF | 99.89% | 99.89% |
11.11.2024 | 1.53% | 1.31 CHF | 1.33 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 116'837 CHF | 118'639 CHF | 100.00% | 100.00% |
08.11.2024 | 1.44% | 1.36 CHF | 1.38 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 126'356 CHF | 128'184 CHF | 98.93% | 98.93% |
07.11.2024 | 1.40% | 1.38 CHF | 1.40 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 130'320 CHF | 132'158 CHF | 100.00% | 100.00% |