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 | 0.83% | 1.19 CHF | 1.20 CHF | 108'000 | 108'000 | 105'352 | 105'352 | 125'788 CHF | 126'842 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 110'000 | 110'000 | 107'062 | 107'062 | 129'282 CHF | 130'353 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 132'001 CHF | 133'073 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 112'000 | 112'000 | 108'237 | 108'237 | 137'208 CHF | 138'291 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 112'000 | 112'000 | 109'506 | 109'506 | 143'139 CHF | 144'234 CHF | 99.33% | 99.33% |
13.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 112'000 | 112'000 | 108'896 | 108'896 | 139'708 CHF | 140'797 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 112'000 | 112'000 | 110'613 | 110'613 | 142'454 CHF | 143'561 CHF | 68.32% | 100.00% |
11.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 110'000 | 110'000 | 105'398 | 105'398 | 129'061 CHF | 130'115 CHF | 99.93% | 99.93% |
08.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 108'000 | 108'000 | 103'453 | 103'453 | 120'425 CHF | 121'459 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 102'000 | 102'000 | 99'411 | 99'411 | 105'043 CHF | 106'037 CHF | 98.53% | 98.53% |