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 | 0.79% | 1.21 CHF | 1.22 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 104'409 CHF | 105'239 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 83'000 | 83'000 | 83'015 | 83'015 | 101'606 CHF | 102'437 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 107'335 CHF | 108'154 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 108'683 CHF | 109'497 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.33 CHF | 1.34 CHF | 81'000 | 81'000 | 82'676 | 82'676 | 104'563 CHF | 105'389 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 83'000 | 83'000 | 84'507 | 84'507 | 97'643 CHF | 98'488 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 1.09 CHF | 1.10 CHF | 85'000 | 85'000 | 83'328 | 83'328 | 99'095 CHF | 99'928 CHF | 99.86% | 99.86% |
11.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 81'000 | 81'000 | 81'068 | 81'068 | 109'160 CHF | 109'971 CHF | 99.71% | 99.71% |
08.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 83'000 | 83'000 | 79'193 | 79'193 | 108'757 CHF | 109'570 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 77'000 | 77'000 | 77'267 | 77'267 | 131'064 CHF | 131'836 CHF | 100.00% | 100.00% |