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 | 0.89% | 1.09 CHF | 1.10 CHF | 115'000 | 115'000 | 110'508 | 110'508 | 123'065 CHF | 124'170 CHF | 99.43% | 99.43% |
19.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 115'000 | 115'000 | 113'803 | 113'803 | 123'476 CHF | 124'614 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 123'992 CHF | 125'087 CHF | 99.88% | 99.88% |
15.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 123'811 CHF | 124'907 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 110'000 | 110'000 | 111'613 | 111'613 | 122'464 CHF | 123'581 CHF | 98.60% | 98.60% |
13.11.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 115'000 | 115'000 | 110'580 | 110'580 | 123'440 CHF | 124'546 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 115'000 | 115'000 | 110'418 | 110'418 | 122'826 CHF | 123'930 CHF | 99.88% | 99.88% |
11.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 130'847 CHF | 131'943 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 126'916 CHF | 128'011 CHF | 99.05% | 99.05% |
07.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 131'758 CHF | 132'853 CHF | 100.00% | 100.00% |