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 | 0.92% | 1.08 CHF | 1.09 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 59'507 CHF | 60'057 CHF | 99.73% | 99.73% |
19.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 63'866 CHF | 64'416 CHF | 99.83% | 99.83% |
18.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 63'684 CHF | 64'234 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 1.14 CHF | 1.15 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 52'683 CHF | 53'233 CHF | 100.00% | 100.00% |
14.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 38'509 CHF | 39'059 CHF | 100.00% | 100.00% |
13.11.2024 | 1.34% | 0.70 CHF | 0.71 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 40'690 CHF | 41'240 CHF | 99.95% | 99.95% |
12.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 37'324 CHF | 37'874 CHF | 100.00% | 100.00% |
11.11.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 39'149 CHF | 39'699 CHF | 99.66% | 99.66% |
08.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 43'883 CHF | 44'433 CHF | 100.00% | 100.00% |
07.11.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 45'746 CHF | 46'296 CHF | 99.70% | 99.70% |