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 | 1.28% | 0.76 CHF | 0.77 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 82'135 CHF | 83'189 CHF | 100.00% | 100.00% |
19.11.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 85'072 CHF | 86'102 CHF | 100.00% | 100.00% |
18.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 86'183 CHF | 87'203 CHF | 100.00% | 100.00% |
15.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 86'515 CHF | 87'517 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 101'359 | 101'359 | 86'554 CHF | 87'567 CHF | 99.39% | 99.39% |
13.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 86'099 CHF | 87'110 CHF | 100.00% | 100.00% |
12.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 86'713 CHF | 87'716 CHF | 100.00% | 100.00% |
11.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 88'727 CHF | 89'727 CHF | 99.93% | 99.93% |
08.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 86'521 CHF | 87'536 CHF | 100.00% | 100.00% |
07.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 88'631 CHF | 89'631 CHF | 100.00% | 100.00% |