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 | 1.42% | 1.21 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'274 CHF | 94'608 CHF | 100.00% | 100.00% |
19.11.2024 | 1.46% | 1.22 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'605 CHF | 92'951 CHF | 99.62% | 99.62% |
18.11.2024 | 1.55% | 1.25 CHF | 1.27 CHF | 75'000 | 75'000 | 71'304 | 71'304 | 88'980 CHF | 90'341 CHF | 91.34% | 91.34% |
15.11.2024 | 1.39% | 1.27 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'223 CHF | 98'587 CHF | 99.69% | 99.69% |
14.11.2024 | 1.42% | 1.30 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'391 CHF | 96'753 CHF | 95.56% | 95.56% |
13.11.2024 | 1.42% | 1.21 CHF | 1.23 CHF | 75'000 | 75'000 | 74'351 | 74'351 | 90'835 CHF | 92'127 CHF | 84.33% | 84.33% |
12.11.2024 | 1.36% | 1.26 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'060 CHF | 99'407 CHF | 87.88% | 87.88% |
11.11.2024 | 1.39% | 1.28 CHF | 1.30 CHF | 75'000 | 75'000 | 72'496 | 72'496 | 94'280 CHF | 95'581 CHF | 74.49% | 74.49% |
08.11.2024 | 1.41% | 1.24 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'083 CHF | 94'402 CHF | 99.26% | 99.26% |
07.11.2024 | 1.44% | 1.27 CHF | 1.29 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 93'459 CHF | 94'801 CHF | 98.73% | 98.73% |