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 | 1.37% | 1.45 CHF | 1.47 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 139'815 CHF | 141'740 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 1.49 CHF | 1.51 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 150'006 CHF | 151'964 CHF | 99.87% | 99.87% |
18.11.2024 | 1.30% | 1.53 CHF | 1.55 CHF | 98'000 | 98'000 | 97'904 | 97'904 | 149'667 CHF | 151'626 CHF | 100.00% | 100.00% |
15.11.2024 | 1.50% | 1.52 CHF | 1.54 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 125'343 CHF | 127'226 CHF | 100.00% | 100.00% |
14.11.2024 | 1.84% | 1.07 CHF | 1.09 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 96'603 CHF | 98'400 CHF | 100.00% | 100.00% |
13.11.2024 | 1.78% | 1.07 CHF | 1.09 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 100'950 CHF | 102'760 CHF | 100.00% | 100.00% |
12.11.2024 | 1.88% | 1.04 CHF | 1.06 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 94'354 CHF | 96'143 CHF | 99.89% | 99.89% |
11.11.2024 | 1.82% | 1.10 CHF | 1.12 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 98'007 CHF | 99'809 CHF | 100.00% | 100.00% |
08.11.2024 | 1.69% | 1.15 CHF | 1.17 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 107'303 CHF | 109'130 CHF | 98.92% | 98.92% |
07.11.2024 | 1.64% | 1.17 CHF | 1.19 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 111'134 CHF | 112'972 CHF | 100.00% | 100.00% |