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 | 1.67% | 0.57 CHF | 0.58 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 62'448 CHF | 63'503 CHF | 100.00% | 100.00% |
19.11.2024 | 1.55% | 0.61 CHF | 0.62 CHF | 104'000 | 104'000 | 102'960 | 102'960 | 65'888 CHF | 66'918 CHF | 100.00% | 100.00% |
18.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 67'218 CHF | 68'238 CHF | 100.00% | 100.00% |
15.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 67'714 CHF | 68'716 CHF | 100.00% | 100.00% |
14.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 101'359 | 101'359 | 67'477 CHF | 68'490 CHF | 99.34% | 99.34% |
13.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 67'202 CHF | 68'213 CHF | 100.00% | 100.00% |
12.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 67'885 CHF | 68'889 CHF | 100.00% | 100.00% |
11.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 69'965 CHF | 70'965 CHF | 99.93% | 99.93% |
08.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 67'891 CHF | 68'906 CHF | 100.00% | 100.00% |
07.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 69'744 CHF | 70'744 CHF | 100.00% | 100.00% |