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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.88% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 66'940 | 66'940 | 76'046 CHF | 76'716 CHF | 100.00% | 100.00% |
20.11.2024 | 0.86% | 1.24 CHF | 1.25 CHF | 165'000 | 165'000 | 72'210 | 72'210 | 86'139 CHF | 86'863 CHF | 99.57% | 99.57% |
19.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 160'000 | 160'000 | 71'489 | 71'489 | 86'395 CHF | 87'123 CHF | 99.18% | 99.18% |
18.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 170'000 | 170'000 | 75'917 | 75'917 | 98'206 CHF | 98'967 CHF | 99.90% | 99.90% |
15.11.2024 | 0.79% | 1.33 CHF | 1.34 CHF | 170'000 | 170'000 | 69'357 | 69'357 | 90'968 CHF | 91'663 CHF | 91.93% | 91.93% |
14.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 150'000 | 150'000 | 66'141 | 66'141 | 70'236 CHF | 70'905 CHF | 99.72% | 99.72% |
13.11.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 150'000 | 150'000 | 70'323 | 70'323 | 80'233 CHF | 80'938 CHF | 99.93% | 99.93% |
12.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 160'000 | 160'000 | 70'301 | 70'301 | 80'571 CHF | 81'276 CHF | 99.87% | 99.87% |
11.11.2024 | 1.12% | 1.13 CHF | 1.14 CHF | 155'000 | 155'000 | 63'863 | 63'863 | 70'899 CHF | 71'594 CHF | 99.90% | 99.90% |
08.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 150'000 | 150'000 | 69'301 | 69'301 | 73'235 CHF | 73'929 CHF | 97.35% | 97.35% |