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 | 1.51% | 1.06 CHF | 1.07 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 42'550 CHF | 43'083 CHF | 99.90% | 99.90% |
19.11.2024 | 1.61% | 0.96 CHF | 0.97 CHF | 92'000 | 92'000 | 38'254 | 38'254 | 36'546 CHF | 37'050 CHF | 100.00% | 100.00% |
18.11.2024 | 1.51% | 0.98 CHF | 0.99 CHF | 90'000 | 90'000 | 41'033 | 41'033 | 41'496 CHF | 42'028 CHF | 99.90% | 99.90% |
15.11.2024 | 1.52% | 0.99 CHF | 1.00 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 36'420 CHF | 36'871 CHF | 100.00% | 100.00% |
14.11.2024 | 1.55% | 1.00 CHF | 1.01 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 40'241 CHF | 40'767 CHF | 100.00% | 100.00% |
13.11.2024 | 1.43% | 1.04 CHF | 1.05 CHF | 92'000 | 92'000 | 41'456 | 41'456 | 44'101 CHF | 44'636 CHF | 98.61% | 99.78% |
12.11.2024 | 1.58% | 1.04 CHF | 1.05 CHF | 92'000 | 92'000 | 40'585 | 40'585 | 39'777 CHF | 40'305 CHF | 100.00% | 100.00% |
11.11.2024 | 3.23% | 0.94 CHF | 0.95 CHF | 90'000 | 90'000 | 22'704 | 22'704 | 22'841 CHF | 23'511 CHF | 99.56% | 99.56% |
08.11.2024 | 1.35% | 1.08 CHF | 1.09 CHF | 94'000 | 94'000 | 42'853 | 42'853 | 47'908 CHF | 48'462 CHF | 98.50% | 98.50% |
07.11.2024 | 1.36% | 1.12 CHF | 1.13 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 48'200 CHF | 48'755 CHF | 100.00% | 100.00% |