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 | 1.00% | 0.99 CHF | 1.00 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 52'460 CHF | 52'987 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 55'131 CHF | 55'666 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 57'557 CHF | 58'093 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 61'627 CHF | 62'168 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 56'000 | 56'000 | 54'753 | 54'753 | 66'553 CHF | 67'101 CHF | 99.33% | 99.33% |
13.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 63'639 CHF | 64'184 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 64'904 CHF | 65'457 CHF | 68.32% | 100.00% |
11.11.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 55'000 | 55'000 | 52'700 | 52'700 | 54'843 CHF | 55'370 CHF | 99.93% | 99.93% |
08.11.2024 | 1.08% | 0.98 CHF | 0.99 CHF | 54'000 | 54'000 | 51'726 | 51'726 | 47'786 CHF | 48'303 CHF | 100.00% | 100.00% |
07.11.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 51'000 | 51'000 | 49'706 | 49'706 | 35'136 CHF | 35'633 CHF | 98.53% | 98.53% |