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 | 1.43% | 1.27 CHF | 1.29 CHF | 109'000 | 109'000 | 109'000 | 109'000 | 152'156 CHF | 154'336 CHF | 99.94% | 99.94% |
19.11.2024 | 1.63% | 1.28 CHF | 1.30 CHF | 88'100 | 88'100 | 88'100 | 88'100 | 108'723 CHF | 110'485 CHF | 100.00% | 100.00% |
18.11.2024 | 1.13% | 1.80 CHF | 1.82 CHF | 88'400 | 88'400 | 88'400 | 88'400 | 155'818 CHF | 157'586 CHF | 100.00% | 100.00% |
15.11.2024 | 1.17% | 1.67 CHF | 1.69 CHF | 94'500 | 94'500 | 94'500 | 94'500 | 161'004 CHF | 162'894 CHF | 100.00% | 100.00% |
14.11.2024 | 1.35% | 1.61 CHF | 1.63 CHF | 112'800 | 112'800 | 112'800 | 112'800 | 166'152 CHF | 168'408 CHF | 100.00% | 100.00% |
13.11.2024 | 1.46% | 1.26 CHF | 1.28 CHF | 110'100 | 110'100 | 110'100 | 110'100 | 149'933 CHF | 152'135 CHF | 100.00% | 100.00% |
12.11.2024 | 1.26% | 1.33 CHF | 1.35 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 132'718 CHF | 134'398 CHF | 100.00% | 100.00% |
11.11.2024 | 1.15% | 1.80 CHF | 1.82 CHF | 97'800 | 97'800 | 97'800 | 97'800 | 169'768 CHF | 171'724 CHF | 100.00% | 100.00% |
08.11.2024 | 1.29% | 1.50 CHF | 1.52 CHF | 87'800 | 87'800 | 87'800 | 87'800 | 135'424 CHF | 137'180 CHF | 100.00% | 100.00% |
07.11.2024 | 1.07% | 1.77 CHF | 1.79 CHF | 87'500 | 87'500 | 87'500 | 87'500 | 162'148 CHF | 163'898 CHF | 99.68% | 99.68% |