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 | 1.82% | 1.61 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'870 CHF | 124'109 CHF | 100.00% | 100.00% |
19.11.2024 | 1.85% | 1.62 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'208 CHF | 122'448 CHF | 100.00% | 100.00% |
18.11.2024 | 2.11% | 1.63 CHF | 1.66 CHF | 75'000 | 75'000 | 67'242 | 63'918 | 108'806 CHF | 105'485 CHF | 99.51% | 99.51% |
15.11.2024 | 1.79% | 1.66 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'174 CHF | 127'431 CHF | 100.00% | 100.00% |
14.11.2024 | 1.75% | 1.74 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'707 CHF | 129'957 CHF | 99.44% | 99.44% |
13.11.2024 | 1.79% | 1.68 CHF | 1.71 CHF | 75'000 | 75'000 | 74'470 | 74'373 | 124'613 CHF | 126'693 CHF | 98.88% | 98.88% |
12.11.2024 | 1.73% | 1.71 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'784 CHF | 132'050 CHF | 100.00% | 100.00% |
11.11.2024 | 1.68% | 1.77 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'405 CHF | 135'671 CHF | 100.00% | 100.00% |
08.11.2024 | 1.70% | 1.76 CHF | 1.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'389 CHF | 134'662 CHF | 100.00% | 100.00% |
07.11.2024 | 1.74% | 1.75 CHF | 1.78 CHF | 75'000 | 75'000 | 72'662 | 72'402 | 129'831 CHF | 131'585 CHF | 99.06% | 99.06% |