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 | 0.95% | 1.04 CHF | 1.05 CHF | 106'000 | 106'000 | 106'000 | 106'000 | 111'032 CHF | 112'092 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 106'000 | 106'000 | 104'754 | 104'754 | 112'413 CHF | 113'460 CHF | 99.88% | 99.88% |
18.11.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 104'000 | 104'000 | 105'687 | 105'687 | 110'599 CHF | 111'656 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 106'000 | 106'000 | 106'132 | 106'132 | 110'760 CHF | 111'821 CHF | 100.00% | 100.00% |
14.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 104'000 | 104'000 | 105'394 | 105'394 | 113'005 CHF | 114'059 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 1.15 CHF | 1.16 CHF | 104'000 | 104'000 | 106'602 | 106'602 | 108'869 CHF | 109'935 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 1.14 CHF | 1.15 CHF | 104'000 | 104'000 | 99'988 | 99'988 | 129'090 CHF | 130'090 CHF | 99.90% | 99.90% |
11.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 133'924 CHF | 134'904 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 98'000 | 98'000 | 99'560 | 99'560 | 130'282 CHF | 131'277 CHF | 98.93% | 98.93% |
07.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 98'245 | 98'245 | 130'348 CHF | 131'330 CHF | 100.00% | 100.00% |