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 | 1.06% | 1.85 CHF | 1.87 CHF | 77'000 | 77'000 | 76'837 | 76'837 | 144'580 CHF | 146'117 CHF | 100.00% | 100.00% |
19.11.2024 | 1.07% | 1.85 CHF | 1.87 CHF | 77'000 | 77'000 | 77'143 | 77'143 | 143'093 CHF | 144'635 CHF | 99.90% | 99.90% |
18.11.2024 | 1.05% | 1.89 CHF | 1.91 CHF | 77'000 | 77'000 | 76'960 | 76'960 | 145'206 CHF | 146'745 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 1.91 CHF | 1.93 CHF | 76'000 | 76'000 | 76'002 | 76'002 | 147'294 CHF | 148'814 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 1.95 CHF | 1.97 CHF | 76'000 | 76'000 | 76'385 | 76'385 | 146'078 CHF | 147'606 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 1.85 CHF | 1.87 CHF | 77'000 | 77'000 | 77'139 | 77'139 | 143'407 CHF | 144'950 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 1.89 CHF | 1.91 CHF | 77'000 | 77'000 | 76'121 | 76'121 | 148'312 CHF | 149'835 CHF | 99.89% | 99.89% |
11.11.2024 | 1.02% | 1.92 CHF | 1.94 CHF | 76'000 | 76'000 | 76'011 | 76'011 | 147'920 CHF | 149'440 CHF | 100.00% | 100.00% |
08.11.2024 | 1.06% | 1.88 CHF | 1.90 CHF | 77'000 | 77'000 | 77'000 | 77'000 | 145'136 CHF | 146'676 CHF | 98.95% | 98.95% |
07.11.2024 | 1.04% | 1.92 CHF | 1.94 CHF | 76'000 | 76'000 | 76'439 | 76'439 | 146'049 CHF | 147'578 CHF | 100.00% | 100.00% |