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 | 0.79% | 1.28 CHF | 1.29 CHF | 90'100 | 90'100 | 89'304 | 89'304 | 112'990 CHF | 113'883 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 90'400 | 90'400 | 91'247 | 91'247 | 117'775 CHF | 118'688 CHF | 99.89% | 99.89% |
18.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 94'800 | 94'800 | 95'258 | 95'258 | 121'024 CHF | 121'976 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 104'300 | 104'300 | 104'290 | 104'290 | 124'351 CHF | 125'394 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.08 CHF | 1.09 CHF | 95'200 | 95'200 | 95'450 | 95'450 | 108'768 CHF | 109'722 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100'300 | 100'300 | 100'116 | 100'116 | 118'631 CHF | 119'632 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 106'100 | 106'100 | 106'100 | 106'100 | 117'541 CHF | 118'602 CHF | 99.92% | 99.92% |
11.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 103'800 | 103'800 | 102'977 | 102'977 | 108'338 CHF | 109'368 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 105'200 | 105'200 | 104'649 | 104'649 | 111'171 CHF | 112'218 CHF | 98.94% | 98.94% |
07.11.2024 | 0.97% | 1.08 CHF | 1.09 CHF | 113'000 | 113'000 | 111'929 | 111'929 | 115'305 CHF | 116'424 CHF | 100.00% | 100.00% |