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 | 1.20% | 1.62 CHF | 1.64 CHF | 77'000 | 77'000 | 76'837 | 76'837 | 127'196 CHF | 128'732 CHF | 100.00% | 100.00% |
19.11.2024 | 1.22% | 1.63 CHF | 1.65 CHF | 77'000 | 77'000 | 77'143 | 77'143 | 125'641 CHF | 127'184 CHF | 99.89% | 99.89% |
18.11.2024 | 1.20% | 1.67 CHF | 1.69 CHF | 77'000 | 77'000 | 76'960 | 76'960 | 127'802 CHF | 129'341 CHF | 100.00% | 100.00% |
15.11.2024 | 1.16% | 1.69 CHF | 1.71 CHF | 76'000 | 76'000 | 76'002 | 76'002 | 130'126 CHF | 131'646 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 1.72 CHF | 1.74 CHF | 76'000 | 76'000 | 76'384 | 76'384 | 128'811 CHF | 130'338 CHF | 100.00% | 100.00% |
13.11.2024 | 1.22% | 1.62 CHF | 1.64 CHF | 77'000 | 77'000 | 77'139 | 77'139 | 125'991 CHF | 127'533 CHF | 100.00% | 100.00% |
12.11.2024 | 1.15% | 1.67 CHF | 1.69 CHF | 77'000 | 77'000 | 76'121 | 76'121 | 131'087 CHF | 132'609 CHF | 99.93% | 99.93% |
11.11.2024 | 1.16% | 1.70 CHF | 1.72 CHF | 76'000 | 76'000 | 76'011 | 76'011 | 130'762 CHF | 132'282 CHF | 100.00% | 100.00% |
08.11.2024 | 1.20% | 1.66 CHF | 1.68 CHF | 77'000 | 77'000 | 77'000 | 77'000 | 127'768 CHF | 129'308 CHF | 98.94% | 98.94% |
07.11.2024 | 1.18% | 1.69 CHF | 1.71 CHF | 76'000 | 76'000 | 76'439 | 76'439 | 128'830 CHF | 130'359 CHF | 100.00% | 100.00% |