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 | 1.17% | 1.27 CHF | 1.28 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 53'375 CHF | 53'908 CHF | 99.90% | 99.90% |
19.11.2024 | 1.12% | 1.37 CHF | 1.38 CHF | 92'000 | 92'000 | 38'261 | 38'261 | 52'570 CHF | 53'075 CHF | 100.00% | 100.00% |
18.11.2024 | 1.17% | 1.36 CHF | 1.37 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 54'513 CHF | 55'045 CHF | 99.90% | 99.90% |
15.11.2024 | 1.15% | 1.35 CHF | 1.36 CHF | 90'000 | 90'000 | 36'803 | 36'803 | 50'004 CHF | 50'455 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 1.35 CHF | 1.36 CHF | 90'000 | 90'000 | 40'413 | 40'413 | 55'018 CHF | 55'544 CHF | 100.00% | 100.00% |
13.11.2024 | 1.21% | 1.31 CHF | 1.32 CHF | 92'000 | 92'000 | 41'456 | 41'456 | 53'015 CHF | 53'551 CHF | 98.61% | 99.78% |
12.11.2024 | 1.13% | 1.30 CHF | 1.31 CHF | 92'000 | 92'000 | 40'586 | 40'586 | 55'209 CHF | 55'737 CHF | 100.00% | 100.00% |
11.11.2024 | 2.64% | 1.39 CHF | 1.40 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 30'199 CHF | 30'869 CHF | 99.58% | 99.58% |
08.11.2024 | 1.31% | 1.24 CHF | 1.25 CHF | 94'000 | 94'000 | 42'696 | 42'696 | 51'248 CHF | 51'801 CHF | 99.33% | 99.33% |
07.11.2024 | 1.29% | 1.20 CHF | 1.21 CHF | 96'000 | 96'000 | 42'798 | 42'798 | 51'144 CHF | 51'699 CHF | 100.00% | 100.00% |