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 | 1.48% | 0.66 CHF | 0.67 CHF | 106'000 | 106'000 | 106'000 | 106'000 | 71'166 CHF | 72'226 CHF | 100.00% | 100.00% |
19.11.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 106'000 | 106'000 | 104'753 | 104'753 | 73'023 CHF | 74'071 CHF | 99.88% | 99.88% |
18.11.2024 | 1.48% | 0.73 CHF | 0.74 CHF | 104'000 | 104'000 | 105'687 | 105'687 | 70'806 CHF | 71'862 CHF | 100.00% | 100.00% |
15.11.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 106'000 | 106'000 | 106'131 | 106'131 | 70'786 CHF | 71'848 CHF | 100.00% | 100.00% |
14.11.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 104'000 | 104'000 | 105'394 | 105'394 | 73'365 CHF | 74'419 CHF | 100.00% | 100.00% |
13.11.2024 | 1.55% | 0.77 CHF | 0.78 CHF | 104'000 | 104'000 | 106'602 | 106'602 | 68'790 CHF | 69'856 CHF | 100.00% | 100.00% |
12.11.2024 | 1.09% | 0.76 CHF | 0.77 CHF | 104'000 | 104'000 | 99'988 | 99'988 | 91'457 CHF | 92'457 CHF | 99.91% | 99.91% |
11.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 97'196 CHF | 98'176 CHF | 100.00% | 100.00% |
08.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 98'000 | 98'000 | 99'561 | 99'561 | 92'935 CHF | 93'931 CHF | 98.91% | 98.91% |
07.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 98'245 | 98'245 | 93'476 CHF | 94'459 CHF | 100.00% | 100.00% |