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 | 1.25% | 1.47 CHF | 1.48 CHF | 128'000 | 128'000 | 57'249 | 57'249 | 82'560 CHF | 83'428 CHF | 99.90% | 99.90% |
19.11.2024 | 1.25% | 1.46 CHF | 1.47 CHF | 128'000 | 128'000 | 57'408 | 57'408 | 82'234 CHF | 83'103 CHF | 99.86% | 99.86% |
18.11.2024 | 1.24% | 1.47 CHF | 1.48 CHF | 128'000 | 128'000 | 57'246 | 57'246 | 82'786 CHF | 83'653 CHF | 99.90% | 99.90% |
15.11.2024 | 1.12% | 1.53 CHF | 1.54 CHF | 126'000 | 126'000 | 55'507 | 55'507 | 87'484 CHF | 88'322 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 1.63 CHF | 1.64 CHF | 122'000 | 122'000 | 54'458 | 54'458 | 89'402 CHF | 90'226 CHF | 100.00% | 100.00% |
13.11.2024 | 1.05% | 1.66 CHF | 1.67 CHF | 122'000 | 122'000 | 53'789 | 53'789 | 91'294 CHF | 92'107 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 1.81 CHF | 1.82 CHF | 118'000 | 118'000 | 52'510 | 52'510 | 96'369 CHF | 97'163 CHF | 99.88% | 99.88% |
11.11.2024 | 0.98% | 1.90 CHF | 1.91 CHF | 116'000 | 116'000 | 52'680 | 52'680 | 97'527 CHF | 98'328 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 1.78 CHF | 1.79 CHF | 120'000 | 120'000 | 53'504 | 53'504 | 97'407 CHF | 98'216 CHF | 98.89% | 98.89% |
07.11.2024 | 1.85% | 1.81 CHF | 1.82 CHF | 118'000 | 118'000 | 39'348 | 39'348 | 69'124 CHF | 69'863 CHF | 99.98% | 99.98% |