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 | 2.72% | 1.03 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'607 CHF | 83'857 CHF | 98.82% | 98.82% |
19.11.2024 | 1.88% | 1.03 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'012 CHF | 80'512 CHF | 99.84% | 99.84% |
18.11.2024 | 2.09% | 1.08 CHF | 1.10 CHF | 75'000 | 75'000 | 70'189 | 70'189 | 72'979 CHF | 74'479 CHF | 96.02% | 96.02% |
15.11.2024 | 1.98% | 1.03 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'140 CHF | 76'640 CHF | 100.00% | 100.00% |
14.11.2024 | 2.17% | 0.97 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'429 CHF | 69'929 CHF | 99.57% | 99.57% |
13.11.2024 | 2.40% | 0.84 CHF | 0.86 CHF | 75'000 | 75'000 | 74'809 | 74'442 | 62'262 CHF | 63'454 CHF | 99.32% | 99.32% |
12.11.2024 | 2.40% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'780 CHF | 63'280 CHF | 99.36% | 99.36% |
11.11.2024 | 2.16% | 0.93 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'744 CHF | 70'244 CHF | 93.97% | 93.97% |
08.11.2024 | 2.44% | 0.79 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'653 CHF | 62'153 CHF | 99.79% | 99.79% |
07.11.2024 | 2.20% | 0.90 CHF | 0.92 CHF | 75'000 | 75'000 | 74'215 | 73'692 | 68'578 CHF | 69'578 CHF | 96.70% | 96.70% |