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 | 0.75% | 1.27 CHF | 1.28 CHF | 62'700 | 62'700 | 62'700 | 62'700 | 82'860 CHF | 83'487 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 63'200 | 63'200 | 63'200 | 63'200 | 80'421 CHF | 81'053 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 62'900 | 62'900 | 62'900 | 62'900 | 80'252 CHF | 80'881 CHF | 100.00% | 100.00% |
15.11.2024 | 1.50% | 1.28 CHF | 1.30 CHF | 58'500 | 58'500 | 58'500 | 58'500 | 77'317 CHF | 78'487 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 64'100 | 64'100 | 64'072 | 64'072 | 87'429 CHF | 88'070 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 62'100 | 62'100 | 62'359 | 62'359 | 78'897 CHF | 79'520 CHF | 99.36% | 99.36% |
12.11.2024 | 1.48% | 1.29 CHF | 1.31 CHF | 57'100 | 57'100 | 57'100 | 57'100 | 76'556 CHF | 77'698 CHF | 100.00% | 100.00% |
11.11.2024 | 1.33% | 1.47 CHF | 1.49 CHF | 56'400 | 56'400 | 56'400 | 56'400 | 83'984 CHF | 85'112 CHF | 100.00% | 100.00% |
08.11.2024 | 1.37% | 1.42 CHF | 1.44 CHF | 54'700 | 54'700 | 53'366 | 53'366 | 77'479 CHF | 78'546 CHF | 100.00% | 100.00% |
07.11.2024 | 1.25% | 1.55 CHF | 1.57 CHF | 54'600 | 54'600 | 54'600 | 54'600 | 86'664 CHF | 87'756 CHF | 100.00% | 100.00% |