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 | 144'526 CHF | 146'062 CHF | 100.00% | 100.00% |
19.11.2024 | 1.07% | 1.85 CHF | 1.87 CHF | 77'000 | 77'000 | 77'143 | 77'143 | 143'045 CHF | 144'588 CHF | 99.89% | 99.89% |
18.11.2024 | 1.05% | 1.89 CHF | 1.91 CHF | 77'000 | 77'000 | 76'960 | 76'960 | 145'143 CHF | 146'682 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 1.91 CHF | 1.93 CHF | 76'000 | 76'000 | 76'002 | 76'002 | 147'220 CHF | 148'740 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 1.94 CHF | 1.96 CHF | 76'000 | 76'000 | 76'384 | 76'384 | 146'004 CHF | 147'532 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 1.85 CHF | 1.87 CHF | 77'000 | 77'000 | 77'139 | 77'139 | 143'358 CHF | 144'900 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 1.89 CHF | 1.91 CHF | 77'000 | 77'000 | 76'121 | 76'121 | 148'216 CHF | 149'738 CHF | 99.91% | 99.91% |
11.11.2024 | 1.02% | 1.92 CHF | 1.94 CHF | 76'000 | 76'000 | 76'011 | 76'011 | 147'851 CHF | 149'372 CHF | 100.00% | 100.00% |
08.11.2024 | 1.06% | 1.88 CHF | 1.90 CHF | 77'000 | 77'000 | 77'000 | 77'000 | 145'080 CHF | 146'620 CHF | 98.93% | 98.93% |
07.11.2024 | 1.04% | 1.91 CHF | 1.93 CHF | 76'000 | 76'000 | 76'439 | 76'439 | 146'002 CHF | 147'531 CHF | 100.00% | 100.00% |