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 | 1.16% | 0.81 CHF | 0.82 CHF | 90'000 | 90'000 | 88'466 | 88'466 | 76'159 CHF | 77'043 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 88'000 | 88'000 | 88'380 | 88'380 | 76'895 CHF | 77'779 CHF | 99.89% | 99.89% |
18.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 88'000 | 88'000 | 88'003 | 88'003 | 77'528 CHF | 78'408 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 0.95 CHF | 0.96 CHF | 86'000 | 86'000 | 84'879 | 84'879 | 85'992 CHF | 86'841 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 83'000 | 83'000 | 83'168 | 83'168 | 90'209 CHF | 91'041 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 85'000 | 85'000 | 84'745 | 84'745 | 86'473 CHF | 87'320 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 84'000 | 84'000 | 83'034 | 83'034 | 91'237 CHF | 92'067 CHF | 99.91% | 99.91% |
11.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 82'000 | 82'000 | 82'044 | 82'044 | 93'554 CHF | 94'375 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 83'000 | 83'000 | 83'075 | 83'075 | 90'383 CHF | 91'214 CHF | 98.90% | 98.90% |
07.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 83'000 | 83'000 | 83'115 | 83'115 | 90'960 CHF | 91'791 CHF | 100.00% | 100.00% |