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 | 1.18% | 0.82 CHF | 0.83 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 78'723 CHF | 79'654 CHF | 100.00% | 100.00% |
19.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 93'000 | 93'000 | 93'519 | 93'519 | 77'326 CHF | 78'261 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 80'386 CHF | 81'312 CHF | 100.00% | 100.00% |
15.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 79'122 CHF | 80'048 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 93'000 | 93'000 | 93'648 | 93'648 | 75'520 CHF | 76'456 CHF | 99.33% | 99.33% |
13.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 96'000 | 96'000 | 95'677 | 95'677 | 65'943 CHF | 66'900 CHF | 100.00% | 100.00% |
12.11.2024 | 1.32% | 0.67 CHF | 0.68 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 71'471 CHF | 72'417 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 77'213 CHF | 78'143 CHF | 99.93% | 99.93% |
08.11.2024 | 1.18% | 0.80 CHF | 0.81 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 78'498 CHF | 79'427 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 82'709 CHF | 83'623 CHF | 100.00% | 100.00% |