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 | 1.13% | 1.76 CHF | 1.78 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 169'650 CHF | 171'575 CHF | 100.00% | 100.00% |
19.11.2024 | 1.08% | 1.80 CHF | 1.82 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 180'313 CHF | 182'271 CHF | 99.91% | 99.91% |
18.11.2024 | 1.08% | 1.84 CHF | 1.86 CHF | 98'000 | 98'000 | 97'904 | 97'904 | 179'974 CHF | 181'932 CHF | 100.00% | 100.00% |
15.11.2024 | 1.21% | 1.82 CHF | 1.84 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 154'568 CHF | 156'451 CHF | 100.00% | 100.00% |
14.11.2024 | 1.43% | 1.38 CHF | 1.40 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 124'629 CHF | 126'425 CHF | 100.00% | 100.00% |
13.11.2024 | 1.39% | 1.39 CHF | 1.41 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 129'143 CHF | 130'952 CHF | 100.00% | 100.00% |
12.11.2024 | 1.45% | 1.35 CHF | 1.37 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 122'295 CHF | 124'085 CHF | 99.92% | 99.92% |
11.11.2024 | 1.42% | 1.41 CHF | 1.43 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 126'084 CHF | 127'886 CHF | 100.00% | 100.00% |
08.11.2024 | 1.34% | 1.46 CHF | 1.48 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 135'760 CHF | 137'588 CHF | 98.97% | 98.97% |
07.11.2024 | 1.31% | 1.48 CHF | 1.50 CHF | 91'000 | 91'000 | 91'896 | 91'896 | 139'730 CHF | 141'568 CHF | 100.00% | 100.00% |