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 | 1.03% | 0.94 CHF | 0.95 CHF | 46'000 | 46'000 | 45'148 | 45'148 | 43'448 CHF | 43'899 CHF | 99.43% | 99.43% |
19.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 45'000 | 45'000 | 45'009 | 45'009 | 43'442 CHF | 43'892 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 45'000 | 45'000 | 45'369 | 45'369 | 42'986 CHF | 43'440 CHF | 99.88% | 99.88% |
15.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 42'428 CHF | 42'888 CHF | 100.00% | 100.00% |
14.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 45'000 | 45'000 | 45'984 | 45'984 | 42'838 CHF | 43'297 CHF | 98.54% | 98.54% |
13.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 46'000 | 46'000 | 45'993 | 45'993 | 42'443 CHF | 42'903 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 43'923 CHF | 44'373 CHF | 99.90% | 99.90% |
11.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 45'000 | 45'000 | 44'326 | 44'326 | 45'557 CHF | 46'000 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 44'000 | 44'000 | 44'042 | 44'042 | 45'453 CHF | 45'894 CHF | 98.30% | 98.30% |
07.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 46'145 CHF | 46'585 CHF | 100.00% | 100.00% |