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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 85'000 | 85'000 | 85'236 | 85'236 | 87'237 CHF | 88'089 CHF | 99.59% | 99.59% |
20.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 83'000 | 83'000 | 82'353 | 82'353 | 92'563 CHF | 93'387 CHF | 99.42% | 99.42% |
19.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 84'000 | 84'000 | 84'029 | 84'029 | 89'286 CHF | 90'126 CHF | 97.93% | 97.93% |
18.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 81'000 | 81'000 | 80'510 | 80'510 | 97'422 CHF | 98'227 CHF | 99.90% | 99.90% |
15.11.2024 | 0.78% | 1.23 CHF | 1.24 CHF | 79'000 | 79'000 | 77'720 | 77'720 | 99'383 CHF | 100'160 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 77'000 | 77'000 | 77'824 | 77'824 | 99'001 CHF | 99'779 CHF | 98.63% | 98.63% |
13.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 79'000 | 79'000 | 78'895 | 78'895 | 96'656 CHF | 97'445 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 1.18 CHF | 1.19 CHF | 80'000 | 80'000 | 78'904 | 78'904 | 97'199 CHF | 97'988 CHF | 99.88% | 99.88% |
11.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 79'000 | 79'000 | 79'123 | 79'123 | 96'018 CHF | 96'809 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 80'000 | 80'000 | 80'021 | 80'021 | 93'148 CHF | 93'948 CHF | 98.60% | 98.60% |