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 | 3.07% | 1.57 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'206 CHF | 122'923 CHF | 100.00% | 100.00% |
19.11.2024 | 1.88% | 1.59 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'148 CHF | 120'384 CHF | 100.00% | 100.00% |
18.11.2024 | 2.14% | 1.60 CHF | 1.63 CHF | 75'000 | 75'000 | 67'242 | 63'918 | 106'913 CHF | 103'688 CHF | 99.51% | 99.51% |
15.11.2024 | 1.82% | 1.63 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'383 CHF | 125'644 CHF | 100.00% | 100.00% |
14.11.2024 | 1.77% | 1.72 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'058 CHF | 128'308 CHF | 99.44% | 99.44% |
13.11.2024 | 1.82% | 1.66 CHF | 1.69 CHF | 75'000 | 75'000 | 74'482 | 74'373 | 122'908 CHF | 124'968 CHF | 98.88% | 98.88% |
12.11.2024 | 1.76% | 1.68 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'053 CHF | 130'323 CHF | 100.00% | 100.00% |
11.11.2024 | 1.71% | 1.75 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'814 CHF | 134'083 CHF | 100.00% | 100.00% |
08.11.2024 | 1.71% | 1.73 CHF | 1.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'748 CHF | 133'009 CHF | 100.00% | 100.00% |
07.11.2024 | 1.76% | 1.73 CHF | 1.76 CHF | 75'000 | 75'000 | 72'662 | 72'402 | 128'313 CHF | 130'076 CHF | 99.06% | 99.06% |