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 | 1.15% | 0.92 CHF | 0.93 CHF | 65'000 | 65'000 | 35'755 | 35'755 | 31'859 CHF | 32'218 CHF | 99.90% | 99.90% |
19.11.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 65'000 | 65'000 | 35'868 | 35'868 | 30'803 CHF | 31'163 CHF | 98.91% | 98.91% |
18.11.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 65'000 | 65'000 | 35'737 | 35'737 | 27'814 CHF | 28'173 CHF | 99.59% | 99.59% |
15.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 65'000 | 65'000 | 35'701 | 35'701 | 26'781 CHF | 27'139 CHF | 99.89% | 99.89% |
14.11.2024 | 1.44% | 0.76 CHF | 0.77 CHF | 65'000 | 65'000 | 36'260 | 36'260 | 26'031 CHF | 26'394 CHF | 98.84% | 98.84% |
13.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 65'000 | 65'000 | 35'806 | 35'806 | 27'986 CHF | 28'345 CHF | 100.00% | 100.00% |
12.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 65'000 | 65'000 | 33'385 | 33'385 | 26'234 CHF | 26'570 CHF | 100.00% | 100.00% |
11.11.2024 | 1.11% | 0.84 CHF | 0.85 CHF | 65'000 | 65'000 | 35'513 | 35'513 | 32'363 CHF | 32'722 CHF | 99.93% | 99.93% |
08.11.2024 | 1.94% | 0.99 CHF | 1.00 CHF | 65'000 | 65'000 | 24'619 | 24'619 | 24'264 CHF | 24'534 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 60'000 | 60'000 | 28'763 | 28'763 | 28'630 CHF | 28'919 CHF | 98.68% | 98.68% |