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 | 1.11% | 1.74 CHF | 1.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'970 CHF | 135'470 CHF | 98.82% | 98.82% |
19.11.2024 | 1.14% | 1.73 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'195 CHF | 132'695 CHF | 99.94% | 99.94% |
18.11.2024 | 1.27% | 1.77 CHF | 1.79 CHF | 75'000 | 75'000 | 69'764 | 69'764 | 120'933 CHF | 122'433 CHF | 98.08% | 98.08% |
15.11.2024 | 1.17% | 1.72 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'182 CHF | 128'682 CHF | 100.00% | 100.00% |
14.11.2024 | 1.06% | 1.67 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'105 CHF | 122'403 CHF | 99.57% | 99.57% |
13.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 114'825 CHF | 115'578 CHF | 99.32% | 99.32% |
12.11.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'237 CHF | 115'987 CHF | 99.36% | 99.36% |
11.11.2024 | 1.22% | 1.63 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'658 CHF | 123'154 CHF | 95.09% | 95.09% |
08.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'159 CHF | 114'909 CHF | 99.79% | 99.79% |
07.11.2024 | 1.10% | 1.61 CHF | 1.63 CHF | 75'000 | 75'000 | 73'692 | 73'692 | 119'805 CHF | 121'120 CHF | 96.70% | 96.70% |