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 | 1.42% | 1.37 CHF | 1.39 CHF | 77'000 | 77'000 | 76'837 | 76'837 | 107'543 CHF | 109'080 CHF | 100.00% | 100.00% |
19.11.2024 | 1.45% | 1.37 CHF | 1.39 CHF | 77'000 | 77'000 | 77'142 | 77'142 | 105'949 CHF | 107'492 CHF | 99.90% | 99.90% |
18.11.2024 | 1.41% | 1.41 CHF | 1.43 CHF | 77'000 | 77'000 | 76'960 | 76'960 | 108'146 CHF | 109'685 CHF | 100.00% | 100.00% |
15.11.2024 | 1.36% | 1.43 CHF | 1.45 CHF | 76'000 | 76'000 | 76'002 | 76'002 | 110'710 CHF | 112'230 CHF | 100.00% | 100.00% |
14.11.2024 | 1.39% | 1.46 CHF | 1.48 CHF | 76'000 | 76'000 | 76'384 | 76'384 | 109'302 CHF | 110'830 CHF | 100.00% | 100.00% |
13.11.2024 | 1.44% | 1.37 CHF | 1.39 CHF | 77'000 | 77'000 | 77'139 | 77'139 | 106'282 CHF | 107'825 CHF | 100.00% | 100.00% |
12.11.2024 | 1.35% | 1.41 CHF | 1.43 CHF | 77'000 | 77'000 | 76'121 | 76'121 | 111'655 CHF | 113'177 CHF | 99.93% | 99.93% |
11.11.2024 | 1.36% | 1.44 CHF | 1.46 CHF | 76'000 | 76'000 | 76'011 | 76'011 | 111'356 CHF | 112'876 CHF | 100.00% | 100.00% |
08.11.2024 | 1.41% | 1.40 CHF | 1.42 CHF | 77'000 | 77'000 | 77'000 | 77'000 | 108'100 CHF | 109'640 CHF | 98.94% | 98.94% |
07.11.2024 | 1.39% | 1.43 CHF | 1.45 CHF | 76'000 | 76'000 | 76'439 | 76'439 | 109'305 CHF | 110'833 CHF | 100.00% | 100.00% |