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 | 1.34% | 0.74 CHF | 0.75 CHF | 93'000 | 93'000 | 90'519 | 90'519 | 67'233 CHF | 68'138 CHF | 100.00% | 100.00% |
19.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 93'000 | 93'000 | 90'417 | 90'417 | 67'455 CHF | 68'359 CHF | 100.00% | 100.00% |
18.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 93'000 | 93'000 | 90'530 | 90'530 | 67'741 CHF | 68'646 CHF | 100.00% | 100.00% |
15.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 68'627 CHF | 69'531 CHF | 100.00% | 100.00% |
14.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 93'000 | 93'000 | 91'591 | 91'591 | 73'004 CHF | 73'919 CHF | 99.33% | 99.33% |
13.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 93'000 | 93'000 | 90'757 | 90'757 | 69'882 CHF | 70'790 CHF | 100.00% | 100.00% |
12.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 68'928 CHF | 69'829 CHF | 98.86% | 100.00% |
11.11.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 91'000 | 91'000 | 86'766 | 86'766 | 60'675 CHF | 61'543 CHF | 99.93% | 99.93% |
08.11.2024 | 1.54% | 0.69 CHF | 0.70 CHF | 89'000 | 89'000 | 84'935 | 84'935 | 54'867 CHF | 55'716 CHF | 100.00% | 100.00% |
07.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 83'000 | 83'000 | 81'912 | 81'912 | 46'410 CHF | 47'229 CHF | 98.41% | 98.41% |