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% | 1.63 CHF | 1.65 CHF | 77'000 | 77'000 | 76'837 | 76'837 | 127'575 CHF | 129'112 CHF | 100.00% | 100.00% |
19.11.2024 | 1.22% | 1.63 CHF | 1.65 CHF | 77'000 | 77'000 | 77'142 | 77'142 | 126'048 CHF | 127'591 CHF | 99.85% | 99.85% |
18.11.2024 | 1.19% | 1.67 CHF | 1.69 CHF | 77'000 | 77'000 | 76'960 | 76'960 | 128'191 CHF | 129'730 CHF | 100.00% | 100.00% |
15.11.2024 | 1.16% | 1.69 CHF | 1.71 CHF | 76'000 | 76'000 | 76'002 | 76'002 | 130'488 CHF | 132'008 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 1.72 CHF | 1.74 CHF | 76'000 | 76'000 | 76'385 | 76'385 | 129'184 CHF | 130'711 CHF | 100.00% | 100.00% |
13.11.2024 | 1.21% | 1.63 CHF | 1.65 CHF | 77'000 | 77'000 | 77'139 | 77'139 | 126'379 CHF | 127'921 CHF | 100.00% | 100.00% |
12.11.2024 | 1.15% | 1.67 CHF | 1.69 CHF | 77'000 | 77'000 | 76'121 | 76'121 | 131'459 CHF | 132'982 CHF | 99.87% | 99.87% |
11.11.2024 | 1.15% | 1.70 CHF | 1.72 CHF | 76'000 | 76'000 | 76'011 | 76'011 | 131'123 CHF | 132'643 CHF | 100.00% | 100.00% |
08.11.2024 | 1.19% | 1.66 CHF | 1.68 CHF | 77'000 | 77'000 | 77'000 | 77'000 | 128'140 CHF | 129'680 CHF | 98.92% | 98.92% |
07.11.2024 | 1.18% | 1.69 CHF | 1.71 CHF | 76'000 | 76'000 | 76'439 | 76'439 | 129'186 CHF | 130'714 CHF | 100.00% | 100.00% |