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 | 1.28% | 1.16 CHF | 1.17 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 48'597 CHF | 49'130 CHF | 99.90% | 99.90% |
19.11.2024 | 1.22% | 1.25 CHF | 1.26 CHF | 92'000 | 92'000 | 38'249 | 38'249 | 48'159 CHF | 48'664 CHF | 100.00% | 100.00% |
18.11.2024 | 1.28% | 1.25 CHF | 1.26 CHF | 90'000 | 90'000 | 41'033 | 41'033 | 49'799 CHF | 50'331 CHF | 99.90% | 99.90% |
15.11.2024 | 1.27% | 1.24 CHF | 1.25 CHF | 90'000 | 90'000 | 36'802 | 36'802 | 45'719 CHF | 46'170 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 1.24 CHF | 1.25 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 50'364 CHF | 50'889 CHF | 100.00% | 100.00% |
13.11.2024 | 1.33% | 1.19 CHF | 1.20 CHF | 92'000 | 92'000 | 41'457 | 41'457 | 48'215 CHF | 48'751 CHF | 98.61% | 99.78% |
12.11.2024 | 1.23% | 1.19 CHF | 1.20 CHF | 92'000 | 92'000 | 40'587 | 40'587 | 50'568 CHF | 51'096 CHF | 100.00% | 100.00% |
11.11.2024 | 2.90% | 1.28 CHF | 1.29 CHF | 90'000 | 90'000 | 22'704 | 22'704 | 27'582 CHF | 28'252 CHF | 99.56% | 99.56% |
08.11.2024 | 1.44% | 1.13 CHF | 1.14 CHF | 94'000 | 94'000 | 42'856 | 42'856 | 46'557 CHF | 47'111 CHF | 98.50% | 98.50% |
07.11.2024 | 1.42% | 1.09 CHF | 1.10 CHF | 96'000 | 96'000 | 42'791 | 42'791 | 46'274 CHF | 46'829 CHF | 100.00% | 100.00% |