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 | 1.15% | 0.87 CHF | 0.88 CHF | 80'000 | 80'000 | 36'574 | 36'574 | 32'288 CHF | 32'654 CHF | 99.34% | 99.34% |
19.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 82'000 | 82'000 | 36'855 | 36'855 | 34'743 CHF | 35'113 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 82'000 | 82'000 | 36'831 | 36'831 | 36'083 CHF | 36'452 CHF | 99.78% | 99.78% |
15.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 82'000 | 82'000 | 36'816 | 36'816 | 34'711 CHF | 35'080 CHF | 99.90% | 99.90% |
14.11.2024 | 1.13% | 0.95 CHF | 0.96 CHF | 82'000 | 82'000 | 36'165 | 36'165 | 33'098 CHF | 33'460 CHF | 98.50% | 98.50% |
13.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 81'000 | 81'000 | 36'667 | 36'667 | 32'555 CHF | 32'922 CHF | 100.00% | 100.00% |
12.11.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 81'000 | 81'000 | 36'560 | 36'560 | 31'921 CHF | 32'287 CHF | 99.88% | 99.88% |
11.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 80'000 | 80'000 | 35'641 | 35'641 | 30'029 CHF | 30'386 CHF | 99.90% | 99.90% |
08.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 80'000 | 80'000 | 36'546 | 36'546 | 30'581 CHF | 30'947 CHF | 99.05% | 99.05% |
07.11.2024 | 1.19% | 0.88 CHF | 0.89 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 30'588 CHF | 30'947 CHF | 99.90% | 99.90% |