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 | 1.21% | 1.27 CHF | 1.28 CHF | 60'000 | 60'000 | 29'845 | 29'845 | 38'496 CHF | 38'903 CHF | 94.16% | 94.16% |
19.11.2024 | 1.25% | 1.25 CHF | 1.26 CHF | 70'000 | 70'000 | 32'199 | 32'199 | 40'053 CHF | 40'482 CHF | 94.83% | 94.83% |
18.11.2024 | 1.25% | 1.23 CHF | 1.24 CHF | 70'000 | 70'000 | 22'598 | 22'598 | 27'923 CHF | 28'226 CHF | 94.90% | 94.90% |
15.11.2024 | 1.28% | 1.25 CHF | 1.26 CHF | 70'000 | 70'000 | 31'939 | 31'939 | 39'194 CHF | 39'623 CHF | 96.46% | 96.46% |
14.11.2024 | 1.33% | 1.20 CHF | 1.21 CHF | 70'000 | 70'000 | 32'227 | 32'227 | 37'821 CHF | 38'251 CHF | 97.99% | 97.99% |
13.11.2024 | 1.34% | 1.19 CHF | 1.20 CHF | 70'000 | 70'000 | 32'636 | 32'636 | 38'100 CHF | 38'533 CHF | 95.24% | 95.24% |
12.11.2024 | 1.27% | 1.16 CHF | 1.17 CHF | 70'000 | 70'000 | 31'954 | 31'954 | 38'427 CHF | 38'854 CHF | 93.99% | 93.99% |
11.11.2024 | 3.88% | 1.26 CHF | 1.27 CHF | 70'000 | 70'000 | 11'325 | 11'325 | 14'378 CHF | 14'812 CHF | 94.13% | 94.13% |
08.11.2024 | 1.33% | 1.25 CHF | 1.26 CHF | 70'000 | 70'000 | 32'194 | 32'194 | 38'353 CHF | 38'783 CHF | 95.81% | 95.81% |
07.11.2024 | 1.33% | 1.18 CHF | 1.19 CHF | 70'000 | 70'000 | 32'021 | 32'021 | 37'367 CHF | 37'797 CHF | 93.58% | 93.58% |