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 | 1.32% | 1.46 CHF | 1.48 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 81'415 CHF | 82'495 CHF | 100.00% | 100.00% |
19.11.2024 | 1.37% | 1.48 CHF | 1.50 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 78'590 CHF | 79'670 CHF | 100.00% | 100.00% |
18.11.2024 | 1.36% | 1.47 CHF | 1.49 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 78'816 CHF | 79'896 CHF | 100.00% | 100.00% |
15.11.2024 | 1.31% | 1.48 CHF | 1.50 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 81'966 CHF | 83'046 CHF | 100.00% | 100.00% |
14.11.2024 | 1.29% | 1.61 CHF | 1.63 CHF | 54'000 | 54'000 | 53'976 | 53'976 | 83'387 CHF | 84'467 CHF | 100.00% | 100.00% |
13.11.2024 | 1.38% | 1.45 CHF | 1.47 CHF | 54'000 | 54'000 | 54'210 | 54'210 | 77'875 CHF | 78'960 CHF | 100.00% | 100.00% |
12.11.2024 | 1.30% | 1.48 CHF | 1.50 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 82'352 CHF | 83'432 CHF | 100.00% | 100.00% |
11.11.2024 | 1.19% | 1.65 CHF | 1.67 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 86'852 CHF | 87'892 CHF | 100.00% | 100.00% |
08.11.2024 | 1.22% | 1.60 CHF | 1.62 CHF | 54'000 | 54'000 | 52'727 | 52'727 | 86'026 CHF | 87'081 CHF | 100.00% | 100.00% |
07.11.2024 | 1.13% | 1.72 CHF | 1.74 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 91'494 CHF | 92'534 CHF | 100.00% | 100.00% |