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 | 1.17% | 0.85 CHF | 0.86 CHF | 93'000 | 93'000 | 90'518 | 90'518 | 77'207 CHF | 78'112 CHF | 100.00% | 100.00% |
19.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 93'000 | 93'000 | 90'418 | 90'418 | 77'374 CHF | 78'278 CHF | 100.00% | 100.00% |
18.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 93'000 | 93'000 | 90'530 | 90'530 | 77'704 CHF | 78'610 CHF | 100.00% | 100.00% |
15.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 78'643 CHF | 79'547 CHF | 100.00% | 100.00% |
14.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 93'000 | 93'000 | 91'592 | 91'592 | 83'159 CHF | 84'075 CHF | 99.33% | 99.33% |
13.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 93'000 | 93'000 | 90'756 | 90'756 | 79'932 CHF | 80'840 CHF | 100.00% | 100.00% |
12.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 78'966 CHF | 79'867 CHF | 98.86% | 100.00% |
11.11.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 91'000 | 91'000 | 86'766 | 86'766 | 70'359 CHF | 71'227 CHF | 99.93% | 99.93% |
08.11.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 89'000 | 89'000 | 84'935 | 84'935 | 64'290 CHF | 65'139 CHF | 100.00% | 100.00% |
07.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 83'000 | 83'000 | 81'914 | 81'914 | 55'547 CHF | 56'366 CHF | 98.41% | 98.41% |