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 | 0.71% | 1.41 CHF | 1.42 CHF | 93'000 | 93'000 | 93'102 | 93'102 | 130'253 CHF | 131'184 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 92'000 | 92'000 | 92'202 | 92'202 | 126'337 CHF | 127'259 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 90'000 | 90'000 | 89'562 | 89'562 | 114'237 CHF | 115'133 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 90'000 | 90'000 | 90'310 | 90'310 | 117'666 CHF | 118'569 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 91'000 | 91'000 | 92'425 | 92'425 | 127'511 CHF | 128'435 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 94'000 | 94'000 | 94'441 | 94'441 | 136'557 CHF | 137'502 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 95'000 | 95'000 | 94'513 | 94'513 | 137'238 CHF | 138'183 CHF | 99.87% | 99.87% |
11.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 92'000 | 92'000 | 91'731 | 91'731 | 124'484 CHF | 125'401 CHF | 99.65% | 99.65% |
08.11.2024 | 1.02% | 1.40 CHF | 1.41 CHF | 93'000 | 93'000 | 74'628 | 74'628 | 100'004 CHF | 100'916 CHF | 98.72% | 98.72% |
07.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 85'000 | 85'000 | 85'423 | 85'423 | 95'491 CHF | 96'345 CHF | 100.00% | 100.00% |