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 | 1.62% | 1.23 CHF | 1.25 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 118'246 CHF | 120'172 CHF | 100.00% | 100.00% |
19.11.2024 | 1.52% | 1.27 CHF | 1.29 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 128'040 CHF | 129'999 CHF | 99.88% | 99.88% |
18.11.2024 | 1.52% | 1.31 CHF | 1.33 CHF | 98'000 | 98'000 | 97'903 | 97'903 | 127'739 CHF | 129'697 CHF | 100.00% | 100.00% |
15.11.2024 | 1.80% | 1.29 CHF | 1.31 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 104'381 CHF | 106'264 CHF | 100.00% | 100.00% |
14.11.2024 | 2.32% | 0.84 CHF | 0.86 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 76'671 CHF | 78'467 CHF | 100.00% | 100.00% |
13.11.2024 | 2.22% | 0.85 CHF | 0.87 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 80'835 CHF | 82'645 CHF | 100.00% | 100.00% |
12.11.2024 | 2.38% | 0.82 CHF | 0.84 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 74'490 CHF | 76'279 CHF | 99.91% | 99.91% |
11.11.2024 | 2.28% | 0.88 CHF | 0.90 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 78'044 CHF | 79'845 CHF | 100.00% | 100.00% |
08.11.2024 | 2.08% | 0.93 CHF | 0.95 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 86'965 CHF | 88'793 CHF | 98.92% | 98.92% |
07.11.2024 | 2.01% | 0.94 CHF | 0.96 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 90'681 CHF | 92'519 CHF | 100.00% | 100.00% |