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 | 1.45% | 1.28 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'468 CHF | 98'892 CHF | 99.00% | 99.00% |
19.11.2024 | 1.24% | 1.30 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'415 CHF | 97'620 CHF | 100.00% | 100.00% |
18.11.2024 | 1.27% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'532 CHF | 94'723 CHF | 100.00% | 100.00% |
15.11.2024 | 1.61% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 66'166 CHF | 67'111 CHF | 100.00% | 100.00% |
14.11.2024 | 1.94% | 1.24 CHF | 1.26 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 47'175 CHF | 48'101 CHF | 99.22% | 99.22% |
13.11.2024 | 2.16% | 1.25 CHF | 1.28 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 46'322 CHF | 47'325 CHF | 99.36% | 99.36% |
12.11.2024 | 2.07% | 1.28 CHF | 1.31 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 46'453 CHF | 47'424 CHF | 100.00% | 100.00% |
11.11.2024 | 2.10% | 1.15 CHF | 1.17 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 43'549 CHF | 44'475 CHF | 100.00% | 100.00% |
08.11.2024 | 1.58% | 1.19 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'607 CHF | 90'018 CHF | 100.00% | 100.00% |
07.11.2024 | 1.74% | 1.10 CHF | 1.12 CHF | 75'000 | 75'000 | 73'698 | 72'396 | 81'074 CHF | 81'009 CHF | 98.73% | 98.73% |