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 | 1.13% | 0.89 CHF | 0.90 CHF | 80'000 | 80'000 | 36'592 | 36'592 | 32'894 CHF | 33'260 CHF | 99.47% | 99.47% |
19.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 82'000 | 82'000 | 36'855 | 36'855 | 35'271 CHF | 35'641 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 82'000 | 82'000 | 36'850 | 36'850 | 36'614 CHF | 36'984 CHF | 99.82% | 99.82% |
15.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 82'000 | 82'000 | 36'735 | 36'735 | 35'145 CHF | 35'513 CHF | 99.72% | 99.72% |
14.11.2024 | 1.11% | 0.97 CHF | 0.98 CHF | 82'000 | 82'000 | 36'158 | 36'158 | 33'655 CHF | 34'018 CHF | 98.65% | 98.65% |
13.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 81'000 | 81'000 | 36'667 | 36'667 | 33'089 CHF | 33'457 CHF | 100.00% | 100.00% |
12.11.2024 | 1.15% | 0.91 CHF | 0.92 CHF | 81'000 | 81'000 | 36'560 | 36'560 | 32'419 CHF | 32'785 CHF | 99.88% | 99.88% |
11.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 80'000 | 80'000 | 35'640 | 35'640 | 30'552 CHF | 30'910 CHF | 99.90% | 99.90% |
08.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 36'547 | 36'547 | 31'104 CHF | 31'470 CHF | 99.04% | 99.04% |
07.11.2024 | 1.18% | 0.89 CHF | 0.90 CHF | 81'000 | 81'000 | 35'876 | 35'876 | 31'057 CHF | 31'417 CHF | 99.90% | 99.90% |