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 | 1.42% | 0.67 CHF | 0.68 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 73'514 CHF | 74'568 CHF | 100.00% | 100.00% |
19.11.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 76'618 CHF | 77'648 CHF | 100.00% | 100.00% |
18.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 77'962 CHF | 78'982 CHF | 100.00% | 100.00% |
15.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 78'359 CHF | 79'360 CHF | 100.00% | 100.00% |
14.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 101'358 | 101'358 | 78'241 CHF | 79'254 CHF | 99.33% | 99.33% |
13.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 77'797 CHF | 78'808 CHF | 100.00% | 100.00% |
12.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 102'000 | 102'000 | 100'319 | 100'319 | 78'565 CHF | 79'568 CHF | 100.00% | 100.00% |
11.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 80'556 CHF | 81'556 CHF | 99.93% | 99.93% |
08.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 78'145 CHF | 79'160 CHF | 100.00% | 100.00% |
07.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 79'949 CHF | 80'949 CHF | 100.00% | 100.00% |