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 | 1.10% | 0.94 CHF | 0.95 CHF | 110'000 | 110'000 | 107'597 | 107'597 | 97'545 CHF | 98'621 CHF | 99.47% | 99.47% |
19.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 85'235 CHF | 86'278 CHF | 100.00% | 100.00% |
18.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 75'919 CHF | 76'934 CHF | 100.00% | 100.00% |
15.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 74'487 CHF | 75'499 CHF | 100.00% | 100.00% |
14.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 77'838 CHF | 78'858 CHF | 99.33% | 99.33% |
13.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 77'435 CHF | 78'455 CHF | 100.00% | 100.00% |
12.11.2024 | 1.50% | 0.73 CHF | 0.74 CHF | 102'000 | 102'000 | 97'894 | 97'894 | 65'959 CHF | 66'940 CHF | 100.00% | 100.00% |
11.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 68'267 CHF | 69'261 CHF | 99.24% | 99.24% |
08.11.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 67'892 CHF | 68'885 CHF | 100.00% | 100.00% |
07.11.2024 | 1.53% | 0.61 CHF | 0.62 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 63'291 CHF | 64'265 CHF | 99.40% | 99.40% |