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 | 1.91% | 1.04 CHF | 1.06 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 99'843 CHF | 101'768 CHF | 100.00% | 100.00% |
19.11.2024 | 1.78% | 1.08 CHF | 1.10 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 109'294 CHF | 111'252 CHF | 99.90% | 99.90% |
18.11.2024 | 1.78% | 1.11 CHF | 1.13 CHF | 98'000 | 98'000 | 97'903 | 97'903 | 109'011 CHF | 110'969 CHF | 100.00% | 100.00% |
15.11.2024 | 2.17% | 1.10 CHF | 1.12 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 86'339 CHF | 88'222 CHF | 100.00% | 100.00% |
14.11.2024 | 2.98% | 0.65 CHF | 0.67 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 59'473 CHF | 61'269 CHF | 100.00% | 100.00% |
13.11.2024 | 2.81% | 0.66 CHF | 0.68 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 63'480 CHF | 65'290 CHF | 100.00% | 100.00% |
12.11.2024 | 3.09% | 0.63 CHF | 0.65 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 57'357 CHF | 59'146 CHF | 99.91% | 99.91% |
11.11.2024 | 2.92% | 0.69 CHF | 0.71 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 60'805 CHF | 62'607 CHF | 100.00% | 100.00% |
08.11.2024 | 2.60% | 0.73 CHF | 0.75 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 69'470 CHF | 71'298 CHF | 98.96% | 98.96% |
07.11.2024 | 2.49% | 0.75 CHF | 0.77 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 73'099 CHF | 74'937 CHF | 100.00% | 100.00% |