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 | 1.39% | 1.43 CHF | 1.45 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 137'949 CHF | 139'875 CHF | 100.00% | 100.00% |
19.11.2024 | 1.31% | 1.47 CHF | 1.49 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 148'061 CHF | 150'019 CHF | 99.88% | 99.88% |
18.11.2024 | 1.32% | 1.51 CHF | 1.53 CHF | 98'000 | 98'000 | 97'903 | 97'903 | 147'724 CHF | 149'682 CHF | 100.00% | 100.00% |
15.11.2024 | 1.52% | 1.50 CHF | 1.52 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 123'560 CHF | 125'444 CHF | 100.00% | 100.00% |
14.11.2024 | 1.87% | 1.05 CHF | 1.07 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 95'056 CHF | 96'852 CHF | 100.00% | 100.00% |
13.11.2024 | 1.81% | 1.06 CHF | 1.08 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 99'336 CHF | 101'145 CHF | 100.00% | 100.00% |
12.11.2024 | 1.91% | 1.03 CHF | 1.05 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 92'820 CHF | 94'610 CHF | 99.91% | 99.91% |
11.11.2024 | 1.85% | 1.08 CHF | 1.10 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 96'402 CHF | 98'204 CHF | 100.00% | 100.00% |
08.11.2024 | 1.72% | 1.13 CHF | 1.15 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 105'636 CHF | 107'464 CHF | 98.92% | 98.92% |
07.11.2024 | 1.67% | 1.15 CHF | 1.17 CHF | 91'000 | 91'000 | 91'896 | 91'896 | 109'440 CHF | 111'278 CHF | 100.00% | 100.00% |