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 | 1.36% | 0.71 CHF | 0.72 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 76'740 CHF | 77'794 CHF | 100.00% | 100.00% |
19.11.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 79'741 CHF | 80'770 CHF | 100.00% | 100.00% |
18.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 81'565 CHF | 82'585 CHF | 100.00% | 100.00% |
15.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 81'834 CHF | 82'836 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 101'359 | 101'359 | 81'705 CHF | 82'718 CHF | 99.39% | 99.39% |
13.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 81'430 CHF | 82'441 CHF | 100.00% | 100.00% |
12.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 81'992 CHF | 82'995 CHF | 100.00% | 100.00% |
11.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 84'010 CHF | 85'010 CHF | 99.93% | 99.93% |
08.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 102'000 | 102'000 | 101'520 | 101'520 | 81'721 CHF | 82'736 CHF | 100.00% | 100.00% |
07.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 83'511 CHF | 84'511 CHF | 100.00% | 100.00% |