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 | 0.81% | 1.28 CHF | 1.29 CHF | 103'700 | 103'700 | 96'607 | 96'607 | 118'711 CHF | 119'677 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 104'300 | 104'300 | 104'300 | 104'300 | 137'203 CHF | 138'246 CHF | 99.87% | 99.87% |
18.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 109'500 | 109'500 | 107'931 | 107'931 | 137'713 CHF | 138'792 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 96'000 | 96'000 | 98'068 | 98'068 | 121'334 CHF | 122'315 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 111'500 | 111'500 | 110'650 | 110'650 | 140'280 CHF | 141'386 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 1.22 CHF | 1.23 CHF | 95'500 | 95'500 | 100'683 | 100'683 | 129'340 CHF | 130'347 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 114'700 | 114'700 | 107'839 | 107'839 | 135'228 CHF | 136'307 CHF | 99.89% | 99.89% |
11.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 99'600 | 99'600 | 99'600 | 99'600 | 117'027 CHF | 118'023 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 118'625 CHF | 119'585 CHF | 98.92% | 98.92% |
07.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 102'700 | 102'700 | 97'553 | 97'553 | 122'995 CHF | 123'971 CHF | 100.00% | 100.00% |