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 | 1.02% | 0.98 CHF | 0.99 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 51'538 CHF | 52'065 CHF | 100.00% | 100.00% |
19.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 50'088 CHF | 50'623 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 48'050 CHF | 48'586 CHF | 100.00% | 100.00% |
15.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 45'669 CHF | 46'210 CHF | 100.00% | 100.00% |
14.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 56'000 | 56'000 | 54'753 | 54'753 | 42'167 CHF | 42'715 CHF | 99.33% | 99.33% |
13.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 44'405 CHF | 44'949 CHF | 100.00% | 100.00% |
12.11.2024 | 1.21% | 0.77 CHF | 0.78 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 45'299 CHF | 45'852 CHF | 68.32% | 100.00% |
11.11.2024 | 1.03% | 0.92 CHF | 0.93 CHF | 55'000 | 55'000 | 52'700 | 52'700 | 50'762 CHF | 51'289 CHF | 99.93% | 99.93% |
08.11.2024 | 0.92% | 1.03 CHF | 1.04 CHF | 54'000 | 54'000 | 51'727 | 51'727 | 55'887 CHF | 56'404 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 51'000 | 51'000 | 49'705 | 49'705 | 65'029 CHF | 65'526 CHF | 98.53% | 98.53% |