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 | 0.78% | 1.29 CHF | 1.30 CHF | 93'000 | 93'000 | 93'102 | 93'102 | 119'335 CHF | 120'266 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 92'000 | 92'000 | 92'203 | 92'203 | 115'534 CHF | 116'456 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 90'000 | 90'000 | 89'561 | 89'561 | 103'593 CHF | 104'489 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 90'000 | 90'000 | 90'310 | 90'310 | 106'940 CHF | 107'843 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 91'000 | 91'000 | 92'426 | 92'426 | 116'688 CHF | 117'612 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 94'000 | 94'000 | 94'441 | 94'441 | 125'621 CHF | 126'565 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 95'000 | 95'000 | 94'513 | 94'513 | 126'253 CHF | 127'198 CHF | 99.85% | 99.85% |
11.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 92'000 | 92'000 | 91'731 | 91'731 | 113'665 CHF | 114'582 CHF | 99.66% | 99.66% |
08.11.2024 | 1.12% | 1.28 CHF | 1.29 CHF | 93'000 | 93'000 | 74'615 | 74'615 | 91'185 CHF | 92'096 CHF | 98.77% | 98.77% |
07.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 85'000 | 85'000 | 85'423 | 85'423 | 85'133 CHF | 85'987 CHF | 100.00% | 100.00% |