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 | 0.89% | 1.12 CHF | 1.13 CHF | 93'000 | 93'000 | 93'102 | 93'102 | 103'691 CHF | 104'622 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 92'000 | 92'000 | 92'202 | 92'202 | 100'073 CHF | 100'995 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 90'000 | 90'000 | 89'562 | 89'562 | 88'696 CHF | 89'592 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 90'000 | 90'000 | 90'310 | 90'310 | 91'866 CHF | 92'769 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 91'000 | 91'000 | 92'425 | 92'425 | 101'176 CHF | 102'100 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 94'000 | 94'000 | 94'441 | 94'441 | 109'633 CHF | 110'577 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 95'000 | 95'000 | 94'513 | 94'513 | 110'277 CHF | 111'222 CHF | 99.85% | 99.85% |
11.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 92'000 | 92'000 | 91'731 | 91'731 | 98'251 CHF | 99'169 CHF | 99.67% | 99.67% |
08.11.2024 | 1.30% | 1.11 CHF | 1.12 CHF | 93'000 | 93'000 | 74'612 | 74'612 | 78'680 CHF | 79'591 CHF | 98.78% | 98.78% |
07.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 85'000 | 85'000 | 85'423 | 85'423 | 71'079 CHF | 71'933 CHF | 100.00% | 100.00% |