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 | 1.04% | 0.87 CHF | 0.88 CHF | 159'200 | 159'200 | 159'200 | 159'200 | 152'684 CHF | 154'276 CHF | 99.93% | 99.93% |
19.11.2024 | 1.19% | 0.88 CHF | 0.89 CHF | 128'700 | 128'700 | 128'700 | 128'700 | 109'152 CHF | 110'439 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 129'100 | 129'100 | 129'100 | 129'100 | 156'191 CHF | 157'482 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 138'000 | 138'000 | 138'000 | 138'000 | 161'426 CHF | 162'806 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 1.10 CHF | 1.11 CHF | 164'800 | 164'800 | 164'800 | 164'800 | 166'762 CHF | 168'410 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 0.87 CHF | 0.88 CHF | 160'800 | 160'800 | 160'800 | 160'800 | 150'462 CHF | 152'070 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 0.91 CHF | 0.92 CHF | 122'700 | 122'700 | 122'700 | 122'700 | 133'101 CHF | 134'328 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 142'800 | 142'800 | 142'800 | 142'800 | 170'171 CHF | 171'599 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 128'200 | 128'200 | 128'200 | 128'200 | 135'774 CHF | 137'056 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 1.21 CHF | 1.22 CHF | 127'900 | 127'900 | 127'900 | 127'900 | 162'641 CHF | 163'920 CHF | 99.67% | 99.67% |