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 | 0.89% | 1.10 CHF | 1.11 CHF | 65'000 | 65'000 | 35'755 | 35'755 | 40'498 CHF | 40'857 CHF | 99.90% | 99.90% |
19.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 65'000 | 65'000 | 35'867 | 35'867 | 41'535 CHF | 41'895 CHF | 98.91% | 98.91% |
18.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 65'000 | 65'000 | 35'736 | 35'736 | 44'557 CHF | 44'916 CHF | 99.58% | 99.58% |
15.11.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 65'000 | 65'000 | 35'700 | 35'700 | 45'691 CHF | 46'049 CHF | 99.89% | 99.89% |
14.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 65'000 | 65'000 | 36'260 | 36'260 | 47'566 CHF | 47'930 CHF | 98.84% | 98.84% |
13.11.2024 | 0.83% | 1.28 CHF | 1.29 CHF | 65'000 | 65'000 | 35'806 | 35'806 | 44'357 CHF | 44'716 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 65'000 | 65'000 | 33'385 | 33'385 | 41'118 CHF | 41'454 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 1.17 CHF | 1.18 CHF | 65'000 | 65'000 | 35'513 | 35'513 | 39'160 CHF | 39'519 CHF | 99.93% | 99.93% |
08.11.2024 | 1.84% | 1.02 CHF | 1.03 CHF | 65'000 | 65'000 | 24'623 | 24'623 | 25'059 CHF | 25'329 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60'000 | 60'000 | 28'763 | 28'763 | 29'110 CHF | 29'398 CHF | 98.68% | 98.68% |