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 | 0.85% | 1.19 CHF | 1.20 CHF | 93'000 | 93'000 | 93'102 | 93'102 | 109'664 CHF | 110'595 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 92'000 | 92'000 | 92'203 | 92'203 | 105'907 CHF | 106'829 CHF | 100.00% | 100.00% |
18.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 90'000 | 90'000 | 89'561 | 89'561 | 94'262 CHF | 95'157 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 90'000 | 90'000 | 90'310 | 90'310 | 97'520 CHF | 98'423 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 91'000 | 91'000 | 92'426 | 92'426 | 107'026 CHF | 107'950 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 94'000 | 94'000 | 94'441 | 94'441 | 115'696 CHF | 116'641 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 95'000 | 95'000 | 94'513 | 94'513 | 116'377 CHF | 117'322 CHF | 99.85% | 99.85% |
11.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 92'000 | 92'000 | 91'731 | 91'731 | 104'057 CHF | 104'974 CHF | 99.68% | 99.68% |
08.11.2024 | 1.23% | 1.17 CHF | 1.18 CHF | 93'000 | 93'000 | 74'262 | 74'262 | 82'986 CHF | 83'897 CHF | 100.00% | 100.00% |
07.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 85'000 | 85'000 | 85'423 | 85'423 | 76'170 CHF | 77'024 CHF | 100.00% | 100.00% |