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 | 1.54% | 1.24 CHF | 1.26 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 69'704 CHF | 70'784 CHF | 100.00% | 100.00% |
19.11.2024 | 1.60% | 1.27 CHF | 1.29 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 66'912 CHF | 67'992 CHF | 100.00% | 100.00% |
18.11.2024 | 1.60% | 1.25 CHF | 1.27 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 67'133 CHF | 68'213 CHF | 100.00% | 100.00% |
15.11.2024 | 1.53% | 1.26 CHF | 1.28 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 70'285 CHF | 71'365 CHF | 100.00% | 100.00% |
14.11.2024 | 1.50% | 1.39 CHF | 1.41 CHF | 54'000 | 54'000 | 53'976 | 53'976 | 71'705 CHF | 72'785 CHF | 100.00% | 100.00% |
13.11.2024 | 1.63% | 1.23 CHF | 1.25 CHF | 54'000 | 54'000 | 54'210 | 54'210 | 66'110 CHF | 67'194 CHF | 100.00% | 100.00% |
12.11.2024 | 1.52% | 1.26 CHF | 1.28 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 70'631 CHF | 71'711 CHF | 100.00% | 100.00% |
11.11.2024 | 1.37% | 1.44 CHF | 1.46 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 75'568 CHF | 76'608 CHF | 100.00% | 100.00% |
08.11.2024 | 1.40% | 1.39 CHF | 1.41 CHF | 54'000 | 54'000 | 52'727 | 52'727 | 74'659 CHF | 75'713 CHF | 100.00% | 100.00% |
07.11.2024 | 1.29% | 1.50 CHF | 1.52 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 80'250 CHF | 81'290 CHF | 100.00% | 100.00% |