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 | 0.99% | 0.99 CHF | 1.00 CHF | 106'000 | 106'000 | 106'000 | 106'000 | 106'062 CHF | 107'122 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 106'000 | 106'000 | 104'754 | 104'754 | 107'507 CHF | 108'555 CHF | 99.87% | 99.87% |
18.11.2024 | 1.00% | 1.05 CHF | 1.06 CHF | 104'000 | 104'000 | 105'687 | 105'687 | 105'622 CHF | 106'679 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 106'000 | 106'000 | 106'131 | 106'131 | 105'710 CHF | 106'772 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 104'000 | 104'000 | 105'391 | 105'391 | 108'012 CHF | 109'066 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 1.10 CHF | 1.11 CHF | 104'000 | 104'000 | 106'602 | 106'602 | 103'866 CHF | 104'932 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 1.09 CHF | 1.10 CHF | 104'000 | 104'000 | 99'984 | 99'984 | 124'212 CHF | 125'212 CHF | 99.79% | 99.79% |
11.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 129'182 CHF | 130'162 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 98'000 | 98'000 | 99'561 | 99'561 | 125'487 CHF | 126'483 CHF | 98.89% | 98.89% |
07.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 98'245 | 98'245 | 125'525 CHF | 126'507 CHF | 100.00% | 100.00% |