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 | 1.23% | 1.66 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'653 CHF | 128'217 CHF | 89.65% | 89.65% |
19.11.2024 | 1.28% | 1.61 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'615 CHF | 81'656 CHF | 99.08% | 99.08% |
18.11.2024 | 1.40% | 1.64 CHF | 1.66 CHF | 75'000 | 75'000 | 67'256 | 64'108 | 109'539 CHF | 105'763 CHF | 98.85% | 98.85% |
15.11.2024 | 1.37% | 1.59 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'009 CHF | 78'067 CHF | 99.90% | 99.90% |
14.11.2024 | 1.39% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 48'171 | 48'171 | 74'517 CHF | 75'539 CHF | 96.68% | 96.68% |
13.11.2024 | 1.25% | 1.65 CHF | 1.67 CHF | 75'000 | 75'000 | 74'378 | 74'226 | 122'426 CHF | 123'709 CHF | 98.44% | 98.44% |
12.11.2024 | 1.28% | 1.55 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'189 CHF | 81'224 CHF | 86.08% | 86.08% |
11.11.2024 | 1.21% | 1.70 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'431 CHF | 86'472 CHF | 99.36% | 99.36% |
08.11.2024 | 1.25% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'326 CHF | 85'388 CHF | 98.14% | 98.14% |
07.11.2024 | 1.25% | 1.73 CHF | 1.75 CHF | 50'000 | 50'000 | 48'110 | 48'110 | 84'181 CHF | 85'200 CHF | 94.84% | 94.84% |