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 | 0.91% | 1.11 CHF | 1.12 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 46'733 CHF | 47'158 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 47'073 CHF | 47'500 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 44'273 CHF | 44'692 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 42'000 | 42'000 | 41'302 | 41'302 | 43'144 CHF | 43'557 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 45'566 CHF | 45'987 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 45'109 CHF | 45'529 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 43'092 CHF | 43'505 CHF | 99.85% | 99.85% |
11.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 37'490 CHF | 37'889 CHF | 99.69% | 99.69% |
08.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 38'048 CHF | 38'448 CHF | 98.80% | 98.80% |
07.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 34'379 CHF | 34'767 CHF | 99.44% | 99.44% |