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 | 0.94% | 1.14 CHF | 1.15 CHF | 165'000 | 165'000 | 72'208 | 72'208 | 78'994 CHF | 79'718 CHF | 99.57% | 99.57% |
19.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 160'000 | 160'000 | 71'488 | 71'488 | 79'412 CHF | 80'141 CHF | 99.22% | 99.22% |
18.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 170'000 | 170'000 | 75'915 | 75'915 | 90'727 CHF | 91'488 CHF | 99.90% | 99.90% |
15.11.2024 | 0.86% | 1.23 CHF | 1.24 CHF | 170'000 | 170'000 | 69'356 | 69'356 | 84'168 CHF | 84'864 CHF | 91.93% | 91.93% |
14.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 66'142 | 66'142 | 63'686 CHF | 64'355 CHF | 99.72% | 99.72% |
13.11.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 70'321 | 70'321 | 73'353 CHF | 74'057 CHF | 99.93% | 99.93% |
12.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 160'000 | 160'000 | 70'289 | 70'289 | 73'683 CHF | 74'387 CHF | 99.91% | 99.91% |
11.11.2024 | 1.23% | 1.03 CHF | 1.04 CHF | 155'000 | 155'000 | 63'862 | 63'862 | 64'654 CHF | 65'350 CHF | 99.90% | 99.90% |
08.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 69'281 | 69'281 | 66'478 CHF | 67'172 CHF | 97.41% | 97.41% |
07.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 160'000 | 160'000 | 71'182 | 71'182 | 74'589 CHF | 75'302 CHF | 100.00% | 100.00% |