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 | 0.99% | 1.07 CHF | 1.08 CHF | 65'000 | 65'000 | 35'755 | 35'755 | 37'231 CHF | 37'590 CHF | 99.90% | 99.90% |
19.11.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 65'000 | 65'000 | 35'865 | 35'865 | 36'142 CHF | 36'502 CHF | 98.91% | 98.91% |
18.11.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 65'000 | 65'000 | 35'736 | 35'736 | 33'158 CHF | 33'516 CHF | 99.58% | 99.58% |
15.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 65'000 | 65'000 | 35'700 | 35'700 | 32'134 CHF | 32'493 CHF | 99.89% | 99.89% |
14.11.2024 | 1.19% | 0.91 CHF | 0.92 CHF | 65'000 | 65'000 | 36'261 | 36'261 | 31'476 CHF | 31'840 CHF | 98.85% | 98.85% |
13.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 65'000 | 65'000 | 35'804 | 35'804 | 33'313 CHF | 33'672 CHF | 100.00% | 100.00% |
12.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 65'000 | 65'000 | 33'381 | 33'381 | 31'195 CHF | 31'531 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 65'000 | 65'000 | 35'511 | 35'511 | 37'621 CHF | 37'980 CHF | 99.93% | 99.93% |
08.11.2024 | 1.69% | 1.13 CHF | 1.14 CHF | 65'000 | 65'000 | 24'625 | 24'625 | 27'858 CHF | 28'128 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 60'000 | 60'000 | 28'764 | 28'764 | 32'833 CHF | 33'121 CHF | 98.68% | 98.68% |