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 | 0.73% | 1.40 CHF | 1.41 CHF | 110'000 | 110'000 | 107'597 | 107'597 | 147'726 CHF | 148'802 CHF | 99.47% | 99.47% |
19.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 106'000 | 106'000 | 104'330 | 104'330 | 133'865 CHF | 134'909 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 123'398 CHF | 124'413 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 121'981 CHF | 122'994 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 125'529 CHF | 126'549 CHF | 99.33% | 99.33% |
13.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 104'000 | 104'000 | 102'067 | 102'067 | 125'228 CHF | 126'249 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 1.20 CHF | 1.21 CHF | 102'000 | 102'000 | 97'894 | 97'894 | 111'759 CHF | 112'740 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 114'850 CHF | 115'843 CHF | 99.24% | 99.24% |
08.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 114'470 CHF | 115'463 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 109'215 CHF | 110'188 CHF | 99.40% | 99.40% |