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 | 1.46% | 0.66 CHF | 0.67 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 71'798 CHF | 72'852 CHF | 100.00% | 100.00% |
19.11.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 104'000 | 104'000 | 102'960 | 102'960 | 74'989 CHF | 76'018 CHF | 100.00% | 100.00% |
18.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 76'822 CHF | 77'842 CHF | 100.00% | 100.00% |
15.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 77'165 CHF | 78'167 CHF | 100.00% | 100.00% |
14.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 101'359 | 101'359 | 76'936 CHF | 77'949 CHF | 99.39% | 99.39% |
13.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 76'707 CHF | 77'718 CHF | 100.00% | 100.00% |
12.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 77'396 CHF | 78'400 CHF | 100.00% | 100.00% |
11.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 79'267 CHF | 80'267 CHF | 99.93% | 99.93% |
08.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 102'000 | 102'000 | 101'520 | 101'520 | 76'936 CHF | 77'951 CHF | 100.00% | 100.00% |
07.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 78'720 CHF | 79'720 CHF | 100.00% | 100.00% |