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 | 1.12% | 0.95 CHF | 0.96 CHF | 65'000 | 65'000 | 35'756 | 35'756 | 32'779 CHF | 33'138 CHF | 99.90% | 99.90% |
19.11.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 65'000 | 65'000 | 35'865 | 35'865 | 31'683 CHF | 32'043 CHF | 98.91% | 98.91% |
18.11.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 65'000 | 65'000 | 35'736 | 35'736 | 28'723 CHF | 29'081 CHF | 99.58% | 99.58% |
15.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 65'000 | 65'000 | 35'700 | 35'700 | 27'717 CHF | 28'076 CHF | 99.89% | 99.89% |
14.11.2024 | 1.38% | 0.79 CHF | 0.80 CHF | 65'000 | 65'000 | 36'260 | 36'260 | 27'034 CHF | 27'397 CHF | 98.90% | 98.90% |
13.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 65'000 | 65'000 | 35'806 | 35'806 | 28'877 CHF | 29'235 CHF | 100.00% | 100.00% |
12.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 65'000 | 65'000 | 33'382 | 33'382 | 27'093 CHF | 27'428 CHF | 100.00% | 100.00% |
11.11.2024 | 1.08% | 0.87 CHF | 0.88 CHF | 65'000 | 65'000 | 35'512 | 35'512 | 33'307 CHF | 33'666 CHF | 99.93% | 99.93% |
08.11.2024 | 1.90% | 1.01 CHF | 1.02 CHF | 65'000 | 65'000 | 24'624 | 24'624 | 24'886 CHF | 25'156 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 60'000 | 60'000 | 28'766 | 28'766 | 29'314 CHF | 29'603 CHF | 98.68% | 98.68% |