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 | 0.97% | 1.03 CHF | 1.04 CHF | 108'000 | 108'000 | 105'352 | 105'352 | 108'530 CHF | 109'583 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 110'000 | 110'000 | 107'062 | 107'062 | 111'908 CHF | 112'979 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 114'606 CHF | 115'678 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 112'000 | 112'000 | 108'236 | 108'236 | 119'473 CHF | 120'555 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 112'000 | 112'000 | 109'507 | 109'507 | 125'140 CHF | 126'235 CHF | 99.33% | 99.33% |
13.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 112'000 | 112'000 | 108'896 | 108'896 | 121'896 CHF | 122'985 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 112'000 | 112'000 | 110'613 | 110'613 | 124'262 CHF | 125'368 CHF | 68.32% | 100.00% |
11.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 110'000 | 110'000 | 105'399 | 105'399 | 111'512 CHF | 112'566 CHF | 99.93% | 99.93% |
08.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 108'000 | 108'000 | 103'453 | 103'453 | 103'274 CHF | 104'309 CHF | 100.00% | 100.00% |
07.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 102'000 | 102'000 | 99'411 | 99'411 | 88'705 CHF | 89'699 CHF | 98.53% | 98.53% |