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 | 0.88% | 1.09 CHF | 1.10 CHF | 84'000 | 84'000 | 83'986 | 83'986 | 95'160 CHF | 95'999 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 84'000 | 84'000 | 84'015 | 84'015 | 92'439 CHF | 93'279 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 82'000 | 82'000 | 82'960 | 82'960 | 98'266 CHF | 99'095 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 84'000 | 84'000 | 82'347 | 82'347 | 99'700 CHF | 100'523 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.21 CHF | 1.22 CHF | 82'000 | 82'000 | 83'676 | 83'676 | 95'386 CHF | 96'223 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 84'000 | 84'000 | 85'506 | 85'506 | 88'166 CHF | 89'021 CHF | 100.00% | 100.00% |
12.11.2024 | 0.93% | 0.97 CHF | 0.98 CHF | 86'000 | 86'000 | 84'328 | 84'328 | 89'855 CHF | 90'699 CHF | 99.87% | 99.87% |
11.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 82'000 | 82'000 | 82'068 | 82'068 | 100'198 CHF | 101'019 CHF | 99.71% | 99.71% |
08.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 84'000 | 84'000 | 80'167 | 80'167 | 99'994 CHF | 100'816 CHF | 100.00% | 100.00% |
07.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 78'000 | 78'000 | 78'267 | 78'267 | 122'699 CHF | 123'482 CHF | 100.00% | 100.00% |