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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.65% | 0.99 CHF | 1.00 CHF | 88'000 | 88'000 | 39'388 | 39'388 | 37'605 CHF | 38'114 CHF | 100.00% | 100.00% |
20.11.2024 | 1.77% | 0.83 CHF | 0.84 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 34'989 CHF | 35'522 CHF | 99.90% | 99.90% |
19.11.2024 | 1.65% | 0.92 CHF | 0.93 CHF | 92'000 | 92'000 | 38'260 | 38'260 | 35'527 CHF | 36'032 CHF | 100.00% | 100.00% |
18.11.2024 | 1.76% | 0.91 CHF | 0.92 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 36'141 CHF | 36'673 CHF | 99.90% | 99.90% |
15.11.2024 | 1.73% | 0.91 CHF | 0.92 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 33'513 CHF | 33'964 CHF | 100.00% | 100.00% |
14.11.2024 | 1.68% | 0.90 CHF | 0.91 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 36'893 CHF | 37'419 CHF | 100.00% | 100.00% |
13.11.2024 | 1.87% | 0.86 CHF | 0.87 CHF | 92'000 | 92'000 | 41'455 | 41'455 | 34'514 CHF | 35'050 CHF | 98.61% | 99.78% |
12.11.2024 | 1.67% | 0.86 CHF | 0.87 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 37'180 CHF | 37'707 CHF | 100.00% | 100.00% |
11.11.2024 | 4.01% | 0.95 CHF | 0.96 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 20'109 CHF | 20'779 CHF | 99.61% | 99.61% |
08.11.2024 | 2.08% | 0.80 CHF | 0.81 CHF | 94'000 | 94'000 | 42'695 | 42'695 | 32'475 CHF | 33'028 CHF | 99.33% | 99.33% |