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 | 1.16% | 0.89 CHF | 0.90 CHF | 80'000 | 80'000 | 36'594 | 36'594 | 31'983 CHF | 32'349 CHF | 99.47% | 99.47% |
19.11.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 82'000 | 82'000 | 36'857 | 36'857 | 29'852 CHF | 30'222 CHF | 100.00% | 100.00% |
18.11.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 82'000 | 82'000 | 36'868 | 36'868 | 28'813 CHF | 29'182 CHF | 99.88% | 99.88% |
15.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 82'000 | 82'000 | 36'735 | 36'735 | 30'298 CHF | 30'666 CHF | 99.72% | 99.72% |
14.11.2024 | 1.16% | 0.81 CHF | 0.82 CHF | 82'000 | 82'000 | 36'100 | 36'100 | 30'806 CHF | 31'167 CHF | 98.43% | 98.43% |
13.11.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 81'000 | 81'000 | 36'667 | 36'667 | 31'931 CHF | 32'298 CHF | 100.00% | 100.00% |
12.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 81'000 | 81'000 | 36'570 | 36'570 | 32'337 CHF | 32'704 CHF | 99.88% | 99.88% |
11.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 80'000 | 80'000 | 35'640 | 35'640 | 32'787 CHF | 33'144 CHF | 99.90% | 99.90% |
08.11.2024 | 1.11% | 0.94 CHF | 0.95 CHF | 80'000 | 80'000 | 36'547 | 36'547 | 33'428 CHF | 33'794 CHF | 99.04% | 99.04% |
07.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 81'000 | 81'000 | 35'911 | 35'911 | 32'404 CHF | 32'764 CHF | 99.68% | 99.68% |