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 | 1.07% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'976 CHF | 122'283 CHF | 98.82% | 98.82% |
19.11.2024 | 0.80% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'238 CHF | 119'195 CHF | 99.94% | 99.94% |
18.11.2024 | 0.84% | 1.60 CHF | 1.62 CHF | 75'000 | 75'000 | 69'764 | 69'764 | 108'888 CHF | 109'764 CHF | 98.08% | 98.08% |
15.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'289 CHF | 115'039 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'512 CHF | 109'262 CHF | 99.57% | 99.57% |
13.11.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 102'508 CHF | 103'261 CHF | 99.32% | 99.32% |
12.11.2024 | 0.73% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'881 CHF | 103'631 CHF | 99.36% | 99.36% |
11.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'092 CHF | 109'842 CHF | 95.09% | 95.09% |
08.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'902 CHF | 102'652 CHF | 99.79% | 99.79% |
07.11.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 73'692 | 73'692 | 107'455 CHF | 108'218 CHF | 96.70% | 96.70% |