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 | 1.24% | 0.79 CHF | 0.80 CHF | 106'000 | 106'000 | 106'000 | 106'000 | 84'841 CHF | 85'901 CHF | 100.00% | 100.00% |
19.11.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 106'000 | 106'000 | 104'753 | 104'753 | 86'541 CHF | 87'588 CHF | 99.87% | 99.87% |
18.11.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 104'000 | 104'000 | 105'687 | 105'687 | 84'466 CHF | 85'523 CHF | 100.00% | 100.00% |
15.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 106'000 | 106'000 | 106'132 | 106'132 | 84'504 CHF | 85'565 CHF | 100.00% | 100.00% |
14.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 104'000 | 104'000 | 105'394 | 105'394 | 86'962 CHF | 88'016 CHF | 100.00% | 100.00% |
13.11.2024 | 1.29% | 0.90 CHF | 0.91 CHF | 104'000 | 104'000 | 106'602 | 106'602 | 82'497 CHF | 83'563 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 0.89 CHF | 0.90 CHF | 104'000 | 104'000 | 99'988 | 99'988 | 104'295 CHF | 105'295 CHF | 99.89% | 99.89% |
11.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 109'797 CHF | 110'777 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 98'000 | 98'000 | 99'560 | 99'560 | 105'728 CHF | 106'724 CHF | 98.91% | 98.91% |
07.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 98'245 | 98'245 | 106'063 CHF | 107'045 CHF | 100.00% | 100.00% |