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 | 1.44% | 1.11 CHF | 1.12 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 44'533 CHF | 45'066 CHF | 99.90% | 99.90% |
19.11.2024 | 1.54% | 1.01 CHF | 1.02 CHF | 92'000 | 92'000 | 38'261 | 38'261 | 38'374 CHF | 38'878 CHF | 100.00% | 100.00% |
18.11.2024 | 1.44% | 1.02 CHF | 1.03 CHF | 90'000 | 90'000 | 41'034 | 41'034 | 43'449 CHF | 43'981 CHF | 99.90% | 99.90% |
15.11.2024 | 1.45% | 1.04 CHF | 1.05 CHF | 90'000 | 90'000 | 36'802 | 36'802 | 38'195 CHF | 38'647 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 1.05 CHF | 1.06 CHF | 90'000 | 90'000 | 40'413 | 40'413 | 42'170 CHF | 42'696 CHF | 100.00% | 100.00% |
13.11.2024 | 1.37% | 1.08 CHF | 1.09 CHF | 92'000 | 92'000 | 41'457 | 41'457 | 46'076 CHF | 46'611 CHF | 98.61% | 99.78% |
12.11.2024 | 1.51% | 1.09 CHF | 1.10 CHF | 92'000 | 92'000 | 40'586 | 40'586 | 41'707 CHF | 42'234 CHF | 100.00% | 100.00% |
11.11.2024 | 3.09% | 0.99 CHF | 1.00 CHF | 90'000 | 90'000 | 22'705 | 22'705 | 23'927 CHF | 24'597 CHF | 99.53% | 99.53% |
08.11.2024 | 1.30% | 1.13 CHF | 1.14 CHF | 94'000 | 94'000 | 42'804 | 42'804 | 49'889 CHF | 50'442 CHF | 98.78% | 98.78% |
07.11.2024 | 1.31% | 1.17 CHF | 1.18 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 50'233 CHF | 50'788 CHF | 100.00% | 100.00% |