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 | 1.00% | 1.07 CHF | 1.08 CHF | 165'000 | 165'000 | 72'211 | 72'211 | 74'022 CHF | 74'746 CHF | 99.57% | 99.57% |
19.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 160'000 | 160'000 | 71'489 | 71'489 | 74'468 CHF | 75'196 CHF | 99.20% | 99.20% |
18.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 170'000 | 170'000 | 75'917 | 75'917 | 85'403 CHF | 86'164 CHF | 99.90% | 99.90% |
15.11.2024 | 0.91% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 69'356 | 69'356 | 79'260 CHF | 79'955 CHF | 91.93% | 91.93% |
14.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 150'000 | 150'000 | 66'105 | 66'105 | 59'108 CHF | 59'777 CHF | 99.72% | 99.72% |
13.11.2024 | 1.02% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 70'323 | 70'323 | 68'530 CHF | 69'235 CHF | 99.93% | 99.93% |
12.11.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 160'000 | 160'000 | 70'290 | 70'290 | 68'878 CHF | 69'583 CHF | 99.91% | 99.91% |
11.11.2024 | 1.32% | 0.96 CHF | 0.97 CHF | 155'000 | 155'000 | 63'860 | 63'860 | 60'317 CHF | 61'013 CHF | 99.90% | 99.90% |
08.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 69'257 | 69'257 | 61'898 CHF | 62'591 CHF | 97.39% | 97.39% |
07.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 160'000 | 160'000 | 71'185 | 71'185 | 69'756 CHF | 70'469 CHF | 100.00% | 100.00% |