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 | 1.14% | 0.87 CHF | 0.88 CHF | 106'000 | 106'000 | 106'000 | 106'000 | 92'855 CHF | 93'915 CHF | 100.00% | 100.00% |
19.11.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 106'000 | 106'000 | 104'755 | 104'755 | 94'413 CHF | 95'460 CHF | 99.87% | 99.87% |
18.11.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 104'000 | 104'000 | 105'687 | 105'687 | 92'394 CHF | 93'450 CHF | 100.00% | 100.00% |
15.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 106'000 | 106'000 | 106'132 | 106'132 | 92'534 CHF | 93'596 CHF | 100.00% | 100.00% |
14.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 104'000 | 104'000 | 105'394 | 105'394 | 94'936 CHF | 95'990 CHF | 100.00% | 100.00% |
13.11.2024 | 1.17% | 0.97 CHF | 0.98 CHF | 104'000 | 104'000 | 106'602 | 106'602 | 90'573 CHF | 91'639 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 0.96 CHF | 0.97 CHF | 104'000 | 104'000 | 99'984 | 99'984 | 111'781 CHF | 112'781 CHF | 99.81% | 99.81% |
11.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 116'987 CHF | 117'967 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 98'000 | 98'000 | 99'560 | 99'560 | 113'063 CHF | 114'059 CHF | 98.93% | 98.93% |
07.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 98'245 | 98'245 | 113'351 CHF | 114'334 CHF | 100.00% | 100.00% |