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 | 1.02% | 1.45 CHF | 1.46 CHF | 132'000 | 132'000 | 58'501 | 58'501 | 87'818 CHF | 88'578 CHF | 99.47% | 99.47% |
19.11.2024 | 1.02% | 1.51 CHF | 1.52 CHF | 131'000 | 131'000 | 58'567 | 58'567 | 88'386 CHF | 89'147 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 1.53 CHF | 1.54 CHF | 130'000 | 130'000 | 57'961 | 57'961 | 88'471 CHF | 89'226 CHF | 99.46% | 99.46% |
15.11.2024 | 1.01% | 1.53 CHF | 1.54 CHF | 130'000 | 130'000 | 58'117 | 58'117 | 88'810 CHF | 89'566 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 1.53 CHF | 1.54 CHF | 130'000 | 130'000 | 58'206 | 58'206 | 89'619 CHF | 90'378 CHF | 98.51% | 98.51% |
13.11.2024 | 0.97% | 1.53 CHF | 1.54 CHF | 130'000 | 130'000 | 57'513 | 57'513 | 90'269 CHF | 91'017 CHF | 99.07% | 99.07% |
12.11.2024 | 0.96% | 1.61 CHF | 1.62 CHF | 128'000 | 128'000 | 57'718 | 57'718 | 92'358 CHF | 93'107 CHF | 99.81% | 99.81% |
11.11.2024 | 0.98% | 1.62 CHF | 1.63 CHF | 128'000 | 128'000 | 57'767 | 57'767 | 92'314 CHF | 93'066 CHF | 99.90% | 99.90% |
08.11.2024 | 1.02% | 1.56 CHF | 1.57 CHF | 130'000 | 130'000 | 59'196 | 59'196 | 89'872 CHF | 90'639 CHF | 99.04% | 99.04% |
07.11.2024 | 1.01% | 1.49 CHF | 1.50 CHF | 133'000 | 133'000 | 59'042 | 59'042 | 89'329 CHF | 90'094 CHF | 99.96% | 99.96% |