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 | 2.25% | 1.30 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'514 CHF | 100'755 CHF | 100.00% | 100.00% |
19.11.2024 | 2.28% | 1.31 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'949 CHF | 99'184 CHF | 100.00% | 100.00% |
18.11.2024 | 2.60% | 1.32 CHF | 1.35 CHF | 75'000 | 75'000 | 67'242 | 63'918 | 87'941 CHF | 85'652 CHF | 99.51% | 99.51% |
15.11.2024 | 2.20% | 1.34 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'628 CHF | 103'891 CHF | 100.00% | 100.00% |
14.11.2024 | 2.14% | 1.42 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'048 CHF | 106'298 CHF | 99.44% | 99.44% |
13.11.2024 | 2.20% | 1.37 CHF | 1.40 CHF | 75'000 | 75'000 | 74'482 | 74'373 | 101'246 CHF | 103'338 CHF | 98.88% | 98.88% |
12.11.2024 | 2.12% | 1.40 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'161 CHF | 108'435 CHF | 100.00% | 100.00% |
11.11.2024 | 2.05% | 1.45 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'624 CHF | 111'890 CHF | 100.00% | 100.00% |
08.11.2024 | 2.06% | 1.44 CHF | 1.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'690 CHF | 110'956 CHF | 100.00% | 100.00% |
07.11.2024 | 2.11% | 1.43 CHF | 1.46 CHF | 75'000 | 75'000 | 73'182 | 72'402 | 107'623 CHF | 108'691 CHF | 99.06% | 99.06% |