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 | 1.08% | 1.38 CHF | 1.39 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 57'775 CHF | 58'308 CHF | 99.90% | 99.90% |
19.11.2024 | 1.04% | 1.47 CHF | 1.48 CHF | 92'000 | 92'000 | 38'256 | 38'256 | 56'656 CHF | 57'160 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 1.47 CHF | 1.48 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 58'923 CHF | 59'455 CHF | 99.90% | 99.90% |
15.11.2024 | 1.07% | 1.46 CHF | 1.47 CHF | 90'000 | 90'000 | 36'802 | 36'802 | 53'926 CHF | 54'377 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 1.46 CHF | 1.47 CHF | 90'000 | 90'000 | 40'410 | 40'410 | 59'383 CHF | 59'909 CHF | 100.00% | 100.00% |
13.11.2024 | 1.12% | 1.42 CHF | 1.43 CHF | 92'000 | 92'000 | 41'458 | 41'458 | 57'468 CHF | 58'004 CHF | 98.61% | 99.78% |
12.11.2024 | 1.05% | 1.41 CHF | 1.42 CHF | 92'000 | 92'000 | 40'588 | 40'588 | 59'564 CHF | 60'092 CHF | 100.00% | 100.00% |
11.11.2024 | 2.44% | 1.50 CHF | 1.51 CHF | 90'000 | 90'000 | 22'700 | 22'700 | 32'587 CHF | 33'258 CHF | 99.62% | 99.62% |
08.11.2024 | 1.20% | 1.35 CHF | 1.36 CHF | 94'000 | 94'000 | 42'695 | 42'695 | 55'743 CHF | 56'297 CHF | 99.33% | 99.33% |
07.11.2024 | 1.19% | 1.30 CHF | 1.31 CHF | 96'000 | 96'000 | 42'796 | 42'796 | 55'649 CHF | 56'204 CHF | 100.00% | 100.00% |