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 | 1.58% | 1.26 CHF | 1.28 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 120'857 CHF | 122'782 CHF | 100.00% | 100.00% |
19.11.2024 | 1.49% | 1.30 CHF | 1.32 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 130'709 CHF | 132'667 CHF | 99.87% | 99.87% |
18.11.2024 | 1.49% | 1.33 CHF | 1.35 CHF | 98'000 | 98'000 | 97'904 | 97'904 | 130'387 CHF | 132'345 CHF | 100.00% | 100.00% |
15.11.2024 | 1.76% | 1.32 CHF | 1.34 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 106'804 CHF | 108'687 CHF | 100.00% | 100.00% |
14.11.2024 | 2.25% | 0.87 CHF | 0.89 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 78'957 CHF | 80'753 CHF | 100.00% | 100.00% |
13.11.2024 | 2.15% | 0.88 CHF | 0.90 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 83'128 CHF | 84'937 CHF | 100.00% | 100.00% |
12.11.2024 | 2.31% | 0.85 CHF | 0.87 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 76'771 CHF | 78'561 CHF | 99.89% | 99.89% |
11.11.2024 | 2.22% | 0.91 CHF | 0.93 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 80'277 CHF | 82'079 CHF | 100.00% | 100.00% |
08.11.2024 | 2.03% | 0.95 CHF | 0.97 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 89'298 CHF | 91'126 CHF | 98.93% | 98.93% |
07.11.2024 | 1.96% | 0.97 CHF | 0.99 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 93'048 CHF | 94'886 CHF | 100.00% | 100.00% |