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 | 1.42% | 0.70 CHF | 0.71 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 63'897 CHF | 64'812 CHF | 100.00% | 100.00% |
19.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 94'000 | 94'000 | 91'391 | 91'391 | 64'151 CHF | 65'065 CHF | 100.00% | 100.00% |
18.11.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 94'000 | 94'000 | 91'505 | 91'505 | 64'343 CHF | 65'258 CHF | 100.00% | 100.00% |
15.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 94'000 | 94'000 | 91'397 | 91'397 | 65'279 CHF | 66'193 CHF | 100.00% | 100.00% |
14.11.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 94'000 | 94'000 | 92'566 | 92'566 | 69'604 CHF | 70'529 CHF | 99.34% | 99.34% |
13.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 94'000 | 94'000 | 91'730 | 91'730 | 66'516 CHF | 67'433 CHF | 100.00% | 100.00% |
12.11.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 94'000 | 94'000 | 91'115 | 91'115 | 65'577 CHF | 66'488 CHF | 98.86% | 100.00% |
11.11.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 92'000 | 92'000 | 87'739 | 87'739 | 57'446 CHF | 58'323 CHF | 99.93% | 99.93% |
08.11.2024 | 1.65% | 0.65 CHF | 0.66 CHF | 90'000 | 90'000 | 85'908 | 85'908 | 51'686 CHF | 52'545 CHF | 100.00% | 100.00% |
07.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 84'000 | 84'000 | 82'886 | 82'886 | 43'395 CHF | 44'224 CHF | 98.41% | 98.41% |