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 | 1.36% | 1.35 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'809 CHF | 107'263 CHF | 14.13% | 100.00% |
19.11.2024 | 1.36% | 1.36 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'876 CHF | 103'275 CHF | 99.99% | 99.99% |
18.11.2024 | 1.45% | 1.44 CHF | 1.46 CHF | 75'000 | 75'000 | 67'280 | 63'972 | 95'650 CHF | 92'161 CHF | 100.00% | 100.00% |
15.11.2024 | 1.31% | 1.41 CHF | 1.43 CHF | 75'000 | 75'000 | 74'909 | 74'909 | 108'085 CHF | 109'514 CHF | 100.00% | 100.00% |
14.11.2024 | 1.38% | 1.43 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'465 CHF | 104'903 CHF | 94.67% | 94.67% |
13.11.2024 | 1.46% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 74'473 | 74'473 | 96'166 CHF | 97'573 CHF | 99.25% | 99.25% |
12.11.2024 | 1.41% | 1.24 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'009 CHF | 100'411 CHF | 98.32% | 98.32% |
11.11.2024 | 1.28% | 1.44 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'940 CHF | 110'345 CHF | 100.00% | 100.00% |
08.11.2024 | 1.51% | 1.42 CHF | 1.44 CHF | 75'000 | 75'000 | 64'968 | 64'968 | 95'980 CHF | 97'370 CHF | 97.48% | 97.48% |
07.11.2024 | 1.14% | 1.75 CHF | 1.77 CHF | 75'000 | 75'000 | 73'108 | 72'309 | 128'490 CHF | 128'616 CHF | 95.57% | 95.57% |