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 | 0.68% | 1.50 CHF | 1.51 CHF | 110'000 | 110'000 | 107'597 | 107'597 | 157'704 CHF | 158'780 CHF | 99.47% | 99.47% |
19.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 106'000 | 106'000 | 104'330 | 104'330 | 143'598 CHF | 144'641 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 132'890 CHF | 133'905 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 131'388 CHF | 132'400 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 102'000 | 102'000 | 101'977 | 101'977 | 135'138 CHF | 136'158 CHF | 99.33% | 99.33% |
13.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 104'000 | 104'000 | 102'067 | 102'067 | 134'815 CHF | 135'836 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 1.29 CHF | 1.30 CHF | 102'000 | 102'000 | 97'894 | 97'894 | 120'906 CHF | 121'887 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 124'150 CHF | 125'144 CHF | 99.24% | 99.24% |
08.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 123'846 CHF | 124'839 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 118'409 CHF | 119'383 CHF | 99.40% | 99.40% |