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 | 1.01% | 0.98 CHF | 0.99 CHF | 196'400 | 196'400 | 88'081 | 88'081 | 89'185 CHF | 90'067 CHF | 99.90% | 99.90% |
19.11.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 209'000 | 209'000 | 92'654 | 92'654 | 93'350 CHF | 94'278 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 220'600 | 220'600 | 95'458 | 95'458 | 89'995 CHF | 90'951 CHF | 99.63% | 99.63% |
15.11.2024 | 0.88% | 1.00 CHF | 1.01 CHF | 163'600 | 163'600 | 53'994 | 53'994 | 58'299 CHF | 58'840 CHF | 98.89% | 98.89% |
14.11.2024 | 1.50% | 1.07 CHF | 1.08 CHF | 117'300 | 117'300 | 39'322 | 39'322 | 43'764 CHF | 44'208 CHF | 95.14% | 95.14% |
13.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 118'800 | 118'800 | 53'051 | 53'051 | 88'537 CHF | 89'068 CHF | 99.78% | 99.78% |
12.11.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 119'500 | 119'500 | 52'958 | 52'958 | 90'362 CHF | 90'893 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 108'800 | 108'800 | 48'856 | 48'856 | 85'673 CHF | 86'162 CHF | 99.90% | 99.90% |
08.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 110'900 | 110'900 | 49'586 | 49'586 | 90'028 CHF | 90'524 CHF | 100.00% | 100.00% |
07.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 110'800 | 110'800 | 49'224 | 49'224 | 88'129 CHF | 88'622 CHF | 99.85% | 99.85% |