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 | 0.81% | 1.20 CHF | 1.21 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 113'860 CHF | 114'792 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 93'000 | 93'000 | 93'519 | 93'519 | 112'619 CHF | 113'554 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 115'451 CHF | 116'377 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 114'264 CHF | 115'190 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 93'000 | 93'000 | 93'648 | 93'648 | 110'963 CHF | 111'900 CHF | 99.33% | 99.33% |
13.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 96'000 | 96'000 | 95'677 | 95'677 | 102'019 CHF | 102'976 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 1.04 CHF | 1.05 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 107'210 CHF | 108'156 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 112'510 CHF | 113'440 CHF | 99.93% | 99.93% |
08.11.2024 | 0.81% | 1.17 CHF | 1.18 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 113'782 CHF | 114'711 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 91'000 | 91'000 | 91'391 | 91'391 | 117'677 CHF | 118'591 CHF | 100.00% | 100.00% |