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 | 1.45% | 0.68 CHF | 0.69 CHF | 108'000 | 108'000 | 105'353 | 105'353 | 72'273 CHF | 73'327 CHF | 100.00% | 100.00% |
19.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 110'000 | 110'000 | 107'062 | 107'062 | 75'167 CHF | 76'238 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 77'598 CHF | 78'669 CHF | 100.00% | 100.00% |
15.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 112'000 | 112'000 | 108'237 | 108'237 | 81'996 CHF | 83'078 CHF | 100.00% | 100.00% |
14.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 112'000 | 112'000 | 109'507 | 109'507 | 87'171 CHF | 88'266 CHF | 99.33% | 99.33% |
13.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 112'000 | 112'000 | 108'896 | 108'896 | 84'178 CHF | 85'267 CHF | 100.00% | 100.00% |
12.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 112'000 | 112'000 | 110'613 | 110'613 | 85'865 CHF | 86'971 CHF | 68.32% | 100.00% |
11.11.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 110'000 | 110'000 | 105'398 | 105'398 | 74'832 CHF | 75'886 CHF | 99.93% | 99.93% |
08.11.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 108'000 | 108'000 | 103'453 | 103'453 | 67'455 CHF | 68'489 CHF | 100.00% | 100.00% |
07.11.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 102'000 | 102'000 | 99'411 | 99'411 | 54'065 CHF | 55'059 CHF | 98.53% | 98.53% |