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 | 1.82% | 1.05 CHF | 1.07 CHF | 70'000 | 70'000 | 62'104 | 62'104 | 68'596 CHF | 69'840 CHF | 99.42% | 99.42% |
19.11.2024 | 1.89% | 1.04 CHF | 1.06 CHF | 60'000 | 60'000 | 60'138 | 60'138 | 64'038 CHF | 65'242 CHF | 100.00% | 100.00% |
18.11.2024 | 1.89% | 1.09 CHF | 1.11 CHF | 70'000 | 70'000 | 69'752 | 69'752 | 73'456 CHF | 74'852 CHF | 99.88% | 99.88% |
15.11.2024 | 1.96% | 1.04 CHF | 1.06 CHF | 70'000 | 70'000 | 69'918 | 69'918 | 70'822 CHF | 72'220 CHF | 100.00% | 100.00% |
14.11.2024 | 2.15% | 0.98 CHF | 1.00 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 64'594 CHF | 65'994 CHF | 98.66% | 98.66% |
13.11.2024 | 2.35% | 0.85 CHF | 0.87 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 58'989 CHF | 60'389 CHF | 100.00% | 100.00% |
12.11.2024 | 2.37% | 0.76 CHF | 0.78 CHF | 70'000 | 70'000 | 69'995 | 69'995 | 58'352 CHF | 59'752 CHF | 99.87% | 99.87% |
11.11.2024 | 2.14% | 0.94 CHF | 0.96 CHF | 70'000 | 70'000 | 69'884 | 69'884 | 64'845 CHF | 66'243 CHF | 100.00% | 100.00% |
08.11.2024 | 2.42% | 0.80 CHF | 0.82 CHF | 70'000 | 70'000 | 69'997 | 69'997 | 57'214 CHF | 58'614 CHF | 98.31% | 98.31% |
07.11.2024 | 2.12% | 0.91 CHF | 0.93 CHF | 70'000 | 70'000 | 69'917 | 69'917 | 65'296 CHF | 66'695 CHF | 100.00% | 100.00% |