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 | 1.34% | 1.18 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'968 CHF | 91'185 CHF | 99.00% | 99.00% |
19.11.2024 | 1.18% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'653 CHF | 89'705 CHF | 100.00% | 100.00% |
18.11.2024 | 1.20% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'847 CHF | 86'880 CHF | 100.00% | 100.00% |
15.11.2024 | 2.24% | 1.09 CHF | 1.11 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 60'385 CHF | 61'668 CHF | 100.00% | 100.00% |
14.11.2024 | 2.49% | 1.13 CHF | 1.16 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 43'226 CHF | 44'317 CHF | 99.22% | 99.22% |
13.11.2024 | 2.43% | 1.15 CHF | 1.18 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 42'500 CHF | 43'541 CHF | 99.36% | 99.36% |
12.11.2024 | 2.25% | 1.18 CHF | 1.21 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 42'630 CHF | 43'600 CHF | 100.00% | 100.00% |
11.11.2024 | 2.44% | 1.04 CHF | 1.07 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 39'703 CHF | 40'684 CHF | 100.00% | 100.00% |
08.11.2024 | 1.53% | 1.09 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'018 CHF | 82'264 CHF | 100.00% | 100.00% |
07.11.2024 | 1.51% | 1.00 CHF | 1.02 CHF | 75'000 | 75'000 | 73'698 | 72'396 | 73'611 CHF | 73'370 CHF | 98.73% | 98.73% |