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 | 1.76% | 1.09 CHF | 1.11 CHF | 77'000 | 77'000 | 76'837 | 76'837 | 86'365 CHF | 87'902 CHF | 100.00% | 100.00% |
19.11.2024 | 1.81% | 1.09 CHF | 1.11 CHF | 77'000 | 77'000 | 77'143 | 77'143 | 84'634 CHF | 86'177 CHF | 99.91% | 99.91% |
18.11.2024 | 1.76% | 1.14 CHF | 1.16 CHF | 77'000 | 77'000 | 76'960 | 76'960 | 86'923 CHF | 88'462 CHF | 100.00% | 100.00% |
15.11.2024 | 1.68% | 1.16 CHF | 1.18 CHF | 76'000 | 76'000 | 76'002 | 76'002 | 89'785 CHF | 91'305 CHF | 100.00% | 100.00% |
14.11.2024 | 1.72% | 1.19 CHF | 1.21 CHF | 76'000 | 76'000 | 76'385 | 76'385 | 88'247 CHF | 89'774 CHF | 100.00% | 100.00% |
13.11.2024 | 1.80% | 1.09 CHF | 1.11 CHF | 77'000 | 77'000 | 77'139 | 77'139 | 85'023 CHF | 86'566 CHF | 100.00% | 100.00% |
12.11.2024 | 1.67% | 1.13 CHF | 1.15 CHF | 77'000 | 77'000 | 76'121 | 76'121 | 90'684 CHF | 92'206 CHF | 99.92% | 99.92% |
11.11.2024 | 1.67% | 1.16 CHF | 1.18 CHF | 76'000 | 76'000 | 76'011 | 76'011 | 90'424 CHF | 91'945 CHF | 100.00% | 100.00% |
08.11.2024 | 1.76% | 1.13 CHF | 1.15 CHF | 77'000 | 77'000 | 77'000 | 77'000 | 86'913 CHF | 88'453 CHF | 98.97% | 98.97% |
07.11.2024 | 1.72% | 1.16 CHF | 1.18 CHF | 76'000 | 76'000 | 76'439 | 76'439 | 88'280 CHF | 89'809 CHF | 100.00% | 100.00% |