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 | 0.96% | 0.97 CHF | 0.98 CHF | 121'400 | 121'400 | 123'451 | 123'451 | 128'546 CHF | 129'780 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 124'800 | 124'800 | 118'421 | 118'420 | 120'407 CHF | 121'590 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 114'200 | 114'200 | 109'856 | 109'856 | 121'480 CHF | 122'579 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.11 CHF | 1.12 CHF | 107'000 | 107'000 | 110'306 | 110'306 | 128'773 CHF | 129'876 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 112'500 | 112'500 | 111'778 | 111'778 | 125'714 CHF | 126'832 CHF | 99.91% | 99.91% |
13.11.2024 | 0.88% | 1.06 CHF | 1.07 CHF | 111'300 | 111'300 | 114'862 | 114'835 | 130'600 CHF | 131'717 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 117'200 | 117'200 | 114'367 | 114'367 | 127'426 CHF | 128'569 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 112'500 | 112'500 | 109'122 | 109'115 | 126'060 CHF | 127'144 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 106'900 | 106'900 | 101'172 | 101'172 | 122'235 CHF | 123'247 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 97'400 | 97'400 | 105'512 | 105'512 | 140'599 CHF | 141'654 CHF | 100.00% | 100.00% |