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 | 1.33% | 0.73 CHF | 0.74 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 78'912 CHF | 79'966 CHF | 100.00% | 100.00% |
19.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 81'940 CHF | 82'969 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 83'095 CHF | 84'115 CHF | 100.00% | 100.00% |
15.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 83'493 CHF | 84'495 CHF | 100.00% | 100.00% |
14.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 101'358 | 101'358 | 83'478 CHF | 84'491 CHF | 99.33% | 99.33% |
13.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 83'017 CHF | 84'029 CHF | 100.00% | 100.00% |
12.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 83'688 CHF | 84'691 CHF | 100.00% | 100.00% |
11.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 85'719 CHF | 86'719 CHF | 99.93% | 99.93% |
08.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 83'424 CHF | 84'439 CHF | 100.00% | 100.00% |
07.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 85'135 CHF | 86'134 CHF | 100.00% | 100.00% |