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 | 2.03% | 0.98 CHF | 1.00 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 93'755 CHF | 95'681 CHF | 100.00% | 100.00% |
19.11.2024 | 1.88% | 1.02 CHF | 1.04 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 103'140 CHF | 105'099 CHF | 99.88% | 99.88% |
18.11.2024 | 1.89% | 1.05 CHF | 1.07 CHF | 98'000 | 98'000 | 97'904 | 97'904 | 102'806 CHF | 104'764 CHF | 100.00% | 100.00% |
15.11.2024 | 2.34% | 1.04 CHF | 1.06 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 80'275 CHF | 82'158 CHF | 100.00% | 100.00% |
14.11.2024 | 3.30% | 0.59 CHF | 0.61 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 53'635 CHF | 55'431 CHF | 100.00% | 100.00% |
13.11.2024 | 3.10% | 0.59 CHF | 0.61 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 57'634 CHF | 59'444 CHF | 100.00% | 100.00% |
12.11.2024 | 3.43% | 0.56 CHF | 0.58 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 51'545 CHF | 53'334 CHF | 99.90% | 99.90% |
11.11.2024 | 3.23% | 0.62 CHF | 0.64 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 54'887 CHF | 56'689 CHF | 100.00% | 100.00% |
08.11.2024 | 2.84% | 0.67 CHF | 0.69 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 63'529 CHF | 65'357 CHF | 98.91% | 98.91% |
07.11.2024 | 2.71% | 0.69 CHF | 0.71 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 67'105 CHF | 68'943 CHF | 100.00% | 100.00% |