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 | 1.60% | 1.01 CHF | 1.02 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 40'253 CHF | 40'786 CHF | 99.90% | 99.90% |
19.11.2024 | 1.72% | 0.90 CHF | 0.91 CHF | 92'000 | 92'000 | 38'256 | 38'256 | 34'384 CHF | 34'888 CHF | 100.00% | 100.00% |
18.11.2024 | 1.60% | 0.92 CHF | 0.93 CHF | 90'000 | 90'000 | 41'034 | 41'034 | 39'187 CHF | 39'720 CHF | 99.90% | 99.90% |
15.11.2024 | 1.61% | 0.94 CHF | 0.95 CHF | 90'000 | 90'000 | 36'803 | 36'803 | 34'307 CHF | 34'759 CHF | 100.00% | 100.00% |
14.11.2024 | 1.64% | 0.95 CHF | 0.96 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 37'974 CHF | 38'500 CHF | 100.00% | 100.00% |
13.11.2024 | 1.51% | 0.98 CHF | 0.99 CHF | 92'000 | 92'000 | 41'456 | 41'456 | 41'785 CHF | 42'321 CHF | 98.61% | 99.78% |
12.11.2024 | 1.67% | 0.98 CHF | 0.99 CHF | 92'000 | 92'000 | 40'587 | 40'587 | 37'522 CHF | 38'050 CHF | 100.00% | 100.00% |
11.11.2024 | 3.41% | 0.89 CHF | 0.90 CHF | 90'000 | 90'000 | 22'703 | 22'703 | 21'567 CHF | 22'237 CHF | 99.55% | 99.55% |
08.11.2024 | 1.42% | 1.03 CHF | 1.04 CHF | 94'000 | 94'000 | 42'798 | 42'798 | 45'426 CHF | 45'980 CHF | 98.79% | 98.79% |
07.11.2024 | 1.43% | 1.06 CHF | 1.07 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 45'855 CHF | 46'410 CHF | 100.00% | 100.00% |