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 | 1.77% | 1.61 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'876 CHF | 123'039 CHF | 100.00% | 100.00% |
19.11.2024 | 1.23% | 1.53 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'314 CHF | 116'741 CHF | 92.79% | 92.79% |
18.11.2024 | 1.30% | 1.64 CHF | 1.66 CHF | 75'000 | 75'000 | 67'310 | 64'014 | 109'673 CHF | 105'602 CHF | 99.89% | 99.89% |
15.11.2024 | 1.16% | 1.65 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'227 CHF | 127'693 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 1.72 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'317 CHF | 125'770 CHF | 99.26% | 99.26% |
13.11.2024 | 1.26% | 1.60 CHF | 1.62 CHF | 75'000 | 75'000 | 74'293 | 74'106 | 115'101 CHF | 116'261 CHF | 96.42% | 96.42% |
12.11.2024 | 1.12% | 1.68 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'388 CHF | 131'862 CHF | 99.09% | 99.09% |
11.11.2024 | 1.06% | 1.79 CHF | 1.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'304 CHF | 134'723 CHF | 100.00% | 100.00% |
08.11.2024 | 1.15% | 1.69 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'002 CHF | 128'466 CHF | 99.75% | 99.75% |
07.11.2024 | 1.15% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 72'990 | 72'708 | 126'556 CHF | 127'520 CHF | 98.60% | 98.60% |