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 | 1.90% | 1.08 CHF | 1.10 CHF | 77'000 | 77'000 | 76'837 | 76'837 | 80'162 CHF | 81'699 CHF | 100.00% | 100.00% |
19.11.2024 | 1.85% | 1.07 CHF | 1.09 CHF | 77'000 | 77'000 | 77'143 | 77'143 | 82'567 CHF | 84'110 CHF | 99.90% | 99.90% |
18.11.2024 | 1.90% | 1.03 CHF | 1.05 CHF | 77'000 | 77'000 | 76'960 | 76'960 | 80'053 CHF | 81'592 CHF | 100.00% | 100.00% |
15.11.2024 | 1.99% | 1.02 CHF | 1.04 CHF | 76'000 | 76'000 | 76'002 | 76'002 | 75'481 CHF | 77'001 CHF | 100.00% | 100.00% |
14.11.2024 | 1.94% | 0.99 CHF | 1.01 CHF | 76'000 | 76'000 | 76'384 | 76'384 | 77'913 CHF | 79'441 CHF | 100.00% | 100.00% |
13.11.2024 | 1.85% | 1.08 CHF | 1.10 CHF | 77'000 | 77'000 | 77'139 | 77'139 | 82'776 CHF | 84'319 CHF | 100.00% | 100.00% |
12.11.2024 | 2.01% | 1.04 CHF | 1.06 CHF | 77'000 | 77'000 | 76'121 | 76'121 | 75'104 CHF | 76'626 CHF | 99.89% | 99.89% |
11.11.2024 | 2.00% | 1.01 CHF | 1.03 CHF | 76'000 | 76'000 | 76'011 | 76'011 | 75'192 CHF | 76'713 CHF | 100.00% | 100.00% |
08.11.2024 | 1.88% | 1.05 CHF | 1.07 CHF | 77'000 | 77'000 | 77'000 | 77'000 | 81'091 CHF | 82'631 CHF | 98.96% | 98.96% |
07.11.2024 | 1.93% | 1.02 CHF | 1.04 CHF | 76'000 | 76'000 | 76'439 | 76'439 | 78'661 CHF | 80'190 CHF | 100.00% | 100.00% |