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 | 1.25% | 0.77 CHF | 0.78 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 83'915 CHF | 84'969 CHF | 100.00% | 100.00% |
19.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 86'675 CHF | 87'705 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 88'044 CHF | 89'064 CHF | 100.00% | 100.00% |
15.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 88'245 CHF | 89'247 CHF | 100.00% | 100.00% |
14.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 101'359 | 101'359 | 88'100 CHF | 89'114 CHF | 99.33% | 99.33% |
13.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 87'839 CHF | 88'850 CHF | 100.00% | 100.00% |
12.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 88'445 CHF | 89'448 CHF | 100.00% | 100.00% |
11.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 90'310 CHF | 91'310 CHF | 99.93% | 99.93% |
08.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 88'666 CHF | 89'681 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 90'337 CHF | 91'337 CHF | 100.00% | 100.00% |