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 | 1.20% | 1.67 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'322 CHF | 128'860 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 1.62 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'019 CHF | 82'054 CHF | 99.99% | 99.99% |
18.11.2024 | 1.40% | 1.65 CHF | 1.67 CHF | 75'000 | 75'000 | 66'990 | 63'971 | 109'709 CHF | 106'117 CHF | 100.00% | 100.00% |
15.11.2024 | 1.34% | 1.60 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'498 CHF | 78'541 CHF | 99.90% | 99.90% |
14.11.2024 | 1.39% | 1.65 CHF | 1.67 CHF | 50'000 | 50'000 | 48'156 | 48'156 | 75'019 CHF | 76'047 CHF | 97.31% | 97.31% |
13.11.2024 | 1.25% | 1.66 CHF | 1.68 CHF | 75'000 | 75'000 | 74'300 | 74'123 | 122'918 CHF | 124'160 CHF | 98.65% | 98.65% |
12.11.2024 | 1.28% | 1.56 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'861 CHF | 81'904 CHF | 96.80% | 96.80% |
11.11.2024 | 1.20% | 1.71 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'998 CHF | 87'032 CHF | 99.56% | 99.56% |
08.11.2024 | 1.22% | 1.70 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'002 CHF | 86'041 CHF | 99.41% | 99.41% |
07.11.2024 | 1.25% | 1.74 CHF | 1.76 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 84'685 CHF | 85'716 CHF | 97.66% | 97.66% |