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 | 1.09% | 1.84 CHF | 1.86 CHF | 60'000 | 60'000 | 58'222 | 58'222 | 110'048 CHF | 111'216 CHF | 99.41% | 99.41% |
19.11.2024 | 1.11% | 1.82 CHF | 1.84 CHF | 60'000 | 60'000 | 58'318 | 58'318 | 107'803 CHF | 108'973 CHF | 99.90% | 99.90% |
18.11.2024 | 1.09% | 1.87 CHF | 1.89 CHF | 60'000 | 60'000 | 59'609 | 59'609 | 109'396 CHF | 110'589 CHF | 99.88% | 99.88% |
15.11.2024 | 1.11% | 1.82 CHF | 1.84 CHF | 60'000 | 60'000 | 59'762 | 59'762 | 107'168 CHF | 108'363 CHF | 100.00% | 100.00% |
14.11.2024 | 1.17% | 1.76 CHF | 1.78 CHF | 60'000 | 60'000 | 59'934 | 59'934 | 101'827 CHF | 103'026 CHF | 98.62% | 98.62% |
13.11.2024 | 1.24% | 1.63 CHF | 1.65 CHF | 60'000 | 60'000 | 64'931 | 64'931 | 104'711 CHF | 106'010 CHF | 100.00% | 100.00% |
12.11.2024 | 1.25% | 1.53 CHF | 1.55 CHF | 70'000 | 70'000 | 60'095 | 60'095 | 96'448 CHF | 97'651 CHF | 99.87% | 99.87% |
11.11.2024 | 1.18% | 1.72 CHF | 1.74 CHF | 60'000 | 60'000 | 59'469 | 59'469 | 101'331 CHF | 102'521 CHF | 100.00% | 100.00% |
08.11.2024 | 1.26% | 1.57 CHF | 1.59 CHF | 70'000 | 70'000 | 68'399 | 68'399 | 108'527 CHF | 109'898 CHF | 98.29% | 98.29% |
07.11.2024 | 1.18% | 1.69 CHF | 1.71 CHF | 60'000 | 60'000 | 59'048 | 59'048 | 100'820 CHF | 102'003 CHF | 100.00% | 100.00% |