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 | 1.18% | 0.85 CHF | 0.86 CHF | 93'000 | 93'000 | 90'519 | 90'519 | 76'452 CHF | 77'357 CHF | 100.00% | 100.00% |
19.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 93'000 | 93'000 | 90'418 | 90'418 | 76'624 CHF | 77'528 CHF | 100.00% | 100.00% |
18.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 93'000 | 93'000 | 90'530 | 90'530 | 76'858 CHF | 77'763 CHF | 100.00% | 100.00% |
15.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 77'872 CHF | 78'777 CHF | 100.00% | 100.00% |
14.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 93'000 | 93'000 | 91'591 | 91'591 | 82'398 CHF | 83'314 CHF | 99.34% | 99.34% |
13.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 93'000 | 93'000 | 90'756 | 90'756 | 79'162 CHF | 80'069 CHF | 100.00% | 100.00% |
12.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 78'192 CHF | 79'093 CHF | 98.86% | 100.00% |
11.11.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 91'000 | 91'000 | 86'765 | 86'765 | 69'562 CHF | 70'430 CHF | 99.93% | 99.93% |
08.11.2024 | 1.33% | 0.79 CHF | 0.80 CHF | 89'000 | 89'000 | 84'935 | 84'935 | 63'489 CHF | 64'339 CHF | 100.00% | 100.00% |
07.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 83'000 | 83'000 | 81'913 | 81'913 | 54'759 CHF | 55'578 CHF | 98.41% | 98.41% |