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 | 1.61% | 1.19 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'377 CHF | 90'823 CHF | 100.00% | 100.00% |
19.11.2024 | 1.71% | 1.12 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'107 CHF | 85'557 CHF | 92.79% | 92.79% |
18.11.2024 | 1.74% | 1.21 CHF | 1.23 CHF | 75'000 | 75'000 | 69'486 | 63'972 | 83'513 CHF | 78'172 CHF | 100.00% | 100.00% |
15.11.2024 | 1.52% | 1.22 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'842 CHF | 95'276 CHF | 100.00% | 100.00% |
14.11.2024 | 1.54% | 1.29 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'089 CHF | 93'516 CHF | 99.26% | 99.26% |
13.11.2024 | 1.70% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 74'418 | 74'106 | 84'118 CHF | 85'203 CHF | 96.42% | 96.42% |
12.11.2024 | 1.50% | 1.24 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'517 CHF | 98'987 CHF | 99.09% | 99.09% |
11.11.2024 | 1.43% | 1.35 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'298 CHF | 101'744 CHF | 100.00% | 100.00% |
08.11.2024 | 1.51% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'510 CHF | 95'945 CHF | 99.75% | 99.75% |
07.11.2024 | 1.48% | 1.30 CHF | 1.32 CHF | 75'000 | 75'000 | 73'458 | 72'667 | 95'335 CHF | 95'731 CHF | 98.69% | 98.69% |