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 | 1.05% | 0.98 CHF | 1.02 CHF | 9'700 | 9'700 | 63'628 | 63'628 | 66'648 CHF | 67'294 CHF | 98.90% | 98.90% |
19.11.2024 | 0.83% | 1.13 CHF | 1.18 CHF | 7'600 | 7'600 | 50'610 | 50'610 | 70'604 CHF | 71'120 CHF | 98.74% | 98.74% |
18.11.2024 | 0.79% | 1.45 CHF | 1.50 CHF | 8'400 | 8'400 | 53'295 | 53'295 | 75'375 CHF | 75'918 CHF | 98.94% | 98.94% |
15.11.2024 | 0.87% | 1.32 CHF | 1.36 CHF | 12'400 | 12'400 | 78'828 | 78'828 | 98'286 CHF | 99'085 CHF | 98.94% | 98.94% |
14.11.2024 | 1.15% | 0.94 CHF | 0.98 CHF | 12'400 | 12'400 | 80'455 | 80'455 | 75'536 CHF | 76'352 CHF | 98.85% | 98.85% |
13.11.2024 | 1.11% | 0.88 CHF | 0.92 CHF | 11'400 | 11'400 | 73'731 | 73'731 | 73'071 CHF | 73'819 CHF | 98.87% | 98.87% |
12.11.2024 | 1.08% | 0.99 CHF | 1.02 CHF | 14'800 | 14'800 | 95'998 | 95'998 | 93'679 CHF | 94'648 CHF | 98.76% | 98.76% |
11.11.2024 | 1.21% | 0.80 CHF | 0.84 CHF | 9'800 | 9'800 | 63'373 | 63'373 | 57'805 CHF | 58'448 CHF | 98.90% | 98.90% |
08.11.2024 | 0.97% | 1.09 CHF | 1.14 CHF | 8'100 | 8'100 | 52'959 | 52'959 | 61'918 CHF | 62'458 CHF | 97.81% | 97.81% |
07.11.2024 | 0.80% | 1.29 CHF | 1.33 CHF | 10'300 | 10'300 | 66'915 | 66'915 | 87'375 CHF | 88'049 CHF | 97.35% | 97.35% |