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% | 1.31 CHF | 1.32 CHF | 110'000 | 110'000 | 107'597 | 107'597 | 137'687 CHF | 138'763 CHF | 99.47% | 99.47% |
19.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 106'000 | 106'000 | 104'330 | 104'330 | 124'102 CHF | 125'145 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 113'969 CHF | 114'984 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 112'445 CHF | 113'457 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 116'075 CHF | 117'095 CHF | 99.33% | 99.33% |
13.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 115'710 CHF | 116'731 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 1.10 CHF | 1.11 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 102'588 CHF | 103'569 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 105'555 CHF | 106'549 CHF | 99.24% | 99.24% |
08.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 105'241 CHF | 106'234 CHF | 100.00% | 100.00% |
07.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 100'030 CHF | 101'004 CHF | 99.40% | 99.40% |