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 | 1.01% | 1.05 CHF | 1.06 CHF | 65'000 | 65'000 | 35'755 | 35'755 | 36'395 CHF | 36'754 CHF | 99.90% | 99.90% |
19.11.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 65'000 | 65'000 | 35'867 | 35'867 | 35'295 CHF | 35'655 CHF | 98.91% | 98.91% |
18.11.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 65'000 | 65'000 | 35'736 | 35'736 | 32'323 CHF | 32'682 CHF | 99.58% | 99.58% |
15.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 65'000 | 65'000 | 35'700 | 35'700 | 31'301 CHF | 31'660 CHF | 99.89% | 99.89% |
14.11.2024 | 1.22% | 0.89 CHF | 0.90 CHF | 65'000 | 65'000 | 36'259 | 36'259 | 30'596 CHF | 30'959 CHF | 98.84% | 98.84% |
13.11.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 65'000 | 65'000 | 35'806 | 35'806 | 32'463 CHF | 32'822 CHF | 100.00% | 100.00% |
12.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 65'000 | 65'000 | 33'385 | 33'385 | 30'432 CHF | 30'768 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 0.97 CHF | 0.98 CHF | 65'000 | 65'000 | 35'513 | 35'513 | 36'821 CHF | 37'179 CHF | 99.93% | 99.93% |
08.11.2024 | 1.73% | 1.11 CHF | 1.12 CHF | 65'000 | 65'000 | 24'622 | 24'622 | 27'314 CHF | 27'584 CHF | 100.00% | 100.00% |
07.11.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 60'000 | 60'000 | 28'763 | 28'763 | 32'195 CHF | 32'484 CHF | 98.68% | 98.68% |