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 | 0.76% | 1.31 CHF | 1.32 CHF | 108'000 | 108'000 | 105'352 | 105'352 | 137'903 CHF | 138'956 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 110'000 | 110'000 | 107'062 | 107'062 | 141'621 CHF | 142'692 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 144'442 CHF | 145'513 CHF | 100.00% | 100.00% |
15.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 112'000 | 112'000 | 108'237 | 108'237 | 149'702 CHF | 150'784 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 112'000 | 112'000 | 109'506 | 109'506 | 155'791 CHF | 156'886 CHF | 99.33% | 99.33% |
13.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 112'000 | 112'000 | 108'896 | 108'896 | 152'308 CHF | 153'397 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 112'000 | 112'000 | 110'613 | 110'613 | 155'326 CHF | 156'432 CHF | 68.32% | 100.00% |
11.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 110'000 | 110'000 | 105'399 | 105'399 | 141'150 CHF | 142'204 CHF | 99.93% | 99.93% |
08.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 108'000 | 108'000 | 103'453 | 103'453 | 132'337 CHF | 133'372 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 102'000 | 102'000 | 99'411 | 99'411 | 116'647 CHF | 117'642 CHF | 98.53% | 98.53% |