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 | 1.77% | 1.62 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'825 CHF | 128'075 CHF | 98.82% | 98.82% |
19.11.2024 | 1.21% | 1.62 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'102 CHF | 124'602 CHF | 99.84% | 99.84% |
18.11.2024 | 1.34% | 1.67 CHF | 1.69 CHF | 75'000 | 75'000 | 70'274 | 70'274 | 114'345 CHF | 115'845 CHF | 95.61% | 95.61% |
15.11.2024 | 1.25% | 1.62 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'014 CHF | 120'514 CHF | 99.17% | 99.17% |
14.11.2024 | 1.33% | 1.56 CHF | 1.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'021 CHF | 113'521 CHF | 99.57% | 99.57% |
13.11.2024 | 1.42% | 1.42 CHF | 1.44 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 104'861 CHF | 106'358 CHF | 99.32% | 99.32% |
12.11.2024 | 1.42% | 1.32 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'039 CHF | 106'539 CHF | 99.36% | 99.36% |
11.11.2024 | 1.33% | 1.51 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'315 CHF | 113'815 CHF | 93.97% | 93.97% |
08.11.2024 | 1.44% | 1.37 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'705 CHF | 105'205 CHF | 99.79% | 99.79% |
07.11.2024 | 1.36% | 1.48 CHF | 1.50 CHF | 75'000 | 75'000 | 73'692 | 73'692 | 110'738 CHF | 112'238 CHF | 96.70% | 96.70% |