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 | 1.16% | 0.84 CHF | 0.85 CHF | 65'000 | 65'000 | 35'757 | 35'757 | 31'056 CHF | 31'415 CHF | 99.90% | 99.90% |
19.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 65'000 | 65'000 | 35'864 | 35'864 | 32'176 CHF | 32'536 CHF | 98.91% | 98.91% |
18.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 65'000 | 65'000 | 35'737 | 35'737 | 35'203 CHF | 35'561 CHF | 99.59% | 99.59% |
15.11.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 65'000 | 65'000 | 35'701 | 35'701 | 36'331 CHF | 36'690 CHF | 99.89% | 99.89% |
14.11.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 65'000 | 65'000 | 36'268 | 36'268 | 38'081 CHF | 38'445 CHF | 98.87% | 98.87% |
13.11.2024 | 1.05% | 1.02 CHF | 1.03 CHF | 65'000 | 65'000 | 35'806 | 35'806 | 35'015 CHF | 35'373 CHF | 100.00% | 100.00% |
12.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 65'000 | 65'000 | 33'392 | 33'392 | 32'416 CHF | 32'752 CHF | 100.00% | 100.00% |
11.11.2024 | 1.26% | 0.91 CHF | 0.92 CHF | 65'000 | 65'000 | 35'512 | 35'512 | 29'913 CHF | 30'272 CHF | 99.93% | 99.93% |
08.11.2024 | 2.45% | 0.76 CHF | 0.77 CHF | 65'000 | 65'000 | 24'623 | 24'623 | 18'685 CHF | 18'955 CHF | 100.00% | 100.00% |
07.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 60'000 | 60'000 | 28'764 | 28'764 | 21'642 CHF | 21'930 CHF | 98.68% | 98.68% |