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 | 0.88% | 1.13 CHF | 1.14 CHF | 65'000 | 65'000 | 35'757 | 35'757 | 41'367 CHF | 41'725 CHF | 99.90% | 99.90% |
19.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 65'000 | 65'000 | 35'864 | 35'864 | 42'487 CHF | 42'847 CHF | 98.91% | 98.91% |
18.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 65'000 | 65'000 | 35'737 | 35'737 | 45'506 CHF | 45'865 CHF | 99.59% | 99.59% |
15.11.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 65'000 | 65'000 | 35'701 | 35'701 | 46'670 CHF | 47'029 CHF | 99.89% | 99.89% |
14.11.2024 | 0.75% | 1.29 CHF | 1.30 CHF | 65'000 | 65'000 | 36'269 | 36'269 | 48'589 CHF | 48'952 CHF | 98.82% | 98.82% |
13.11.2024 | 0.81% | 1.30 CHF | 1.31 CHF | 65'000 | 65'000 | 35'806 | 35'806 | 45'314 CHF | 45'673 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 65'000 | 65'000 | 33'388 | 33'388 | 42'007 CHF | 42'342 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 1.20 CHF | 1.21 CHF | 65'000 | 65'000 | 35'512 | 35'512 | 40'106 CHF | 40'465 CHF | 99.93% | 99.93% |
08.11.2024 | 1.79% | 1.04 CHF | 1.05 CHF | 65'000 | 65'000 | 24'625 | 24'625 | 25'692 CHF | 25'962 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 60'000 | 60'000 | 28'766 | 28'766 | 29'844 CHF | 30'132 CHF | 98.68% | 98.68% |