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 | 0.91% | 1.07 CHF | 1.08 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 102'094 CHF | 103'026 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 93'000 | 93'000 | 93'519 | 93'519 | 100'822 CHF | 101'757 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 103'739 CHF | 104'666 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 102'541 CHF | 103'467 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 93'000 | 93'000 | 93'649 | 93'649 | 99'064 CHF | 100'000 CHF | 99.33% | 99.33% |
13.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 96'000 | 96'000 | 95'677 | 95'677 | 89'889 CHF | 90'845 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 0.92 CHF | 0.93 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 95'183 CHF | 96'129 CHF | 100.00% | 100.00% |
11.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 100'648 CHF | 101'578 CHF | 99.93% | 99.93% |
08.11.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 101'888 CHF | 102'817 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 105'931 CHF | 106'845 CHF | 100.00% | 100.00% |