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 | 1.49% | 1.33 CHF | 1.35 CHF | 92'500 | 92'500 | 92'748 | 92'748 | 123'372 CHF | 125'227 CHF | 100.00% | 100.00% |
19.11.2024 | 1.40% | 1.38 CHF | 1.40 CHF | 88'200 | 88'200 | 89'033 | 89'033 | 126'349 CHF | 128'129 CHF | 99.88% | 99.88% |
18.11.2024 | 1.42% | 1.42 CHF | 1.44 CHF | 93'100 | 93'100 | 93'024 | 93'024 | 130'358 CHF | 132'218 CHF | 100.00% | 100.00% |
15.11.2024 | 1.59% | 1.38 CHF | 1.40 CHF | 133'900 | 133'900 | 129'926 | 129'926 | 162'118 CHF | 164'717 CHF | 100.00% | 100.00% |
14.11.2024 | 1.87% | 1.05 CHF | 1.07 CHF | 123'300 | 123'300 | 123'062 | 123'062 | 130'553 CHF | 133'014 CHF | 100.00% | 100.00% |
13.11.2024 | 1.82% | 1.06 CHF | 1.08 CHF | 124'200 | 124'200 | 124'857 | 124'857 | 136'220 CHF | 138'718 CHF | 100.00% | 100.00% |
12.11.2024 | 1.90% | 1.03 CHF | 1.05 CHF | 116'700 | 116'700 | 117'310 | 117'310 | 122'416 CHF | 124'762 CHF | 99.90% | 99.90% |
11.11.2024 | 1.85% | 1.08 CHF | 1.10 CHF | 113'800 | 113'800 | 113'893 | 113'893 | 121'771 CHF | 124'049 CHF | 100.00% | 100.00% |
08.11.2024 | 1.74% | 1.12 CHF | 1.14 CHF | 113'600 | 113'600 | 114'057 | 114'057 | 129'991 CHF | 132'272 CHF | 98.93% | 98.93% |
07.11.2024 | 1.69% | 1.13 CHF | 1.15 CHF | 102'600 | 102'600 | 103'588 | 103'588 | 121'523 CHF | 123'594 CHF | 100.00% | 100.00% |