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 | 1.00% | 1.03 CHF | 1.04 CHF | 80'000 | 80'000 | 36'573 | 36'573 | 37'230 CHF | 37'596 CHF | 99.33% | 99.33% |
19.11.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 82'000 | 82'000 | 36'856 | 36'856 | 35'090 CHF | 35'460 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 0.95 CHF | 0.96 CHF | 82'000 | 82'000 | 36'830 | 36'830 | 34'074 CHF | 34'443 CHF | 99.77% | 99.77% |
15.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 82'000 | 82'000 | 36'816 | 36'816 | 35'656 CHF | 36'025 CHF | 99.90% | 99.90% |
14.11.2024 | 1.00% | 0.96 CHF | 0.97 CHF | 82'000 | 82'000 | 36'164 | 36'164 | 36'051 CHF | 36'414 CHF | 98.52% | 98.52% |
13.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 81'000 | 81'000 | 36'667 | 36'667 | 37'153 CHF | 37'520 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 81'000 | 81'000 | 36'567 | 36'567 | 37'517 CHF | 37'883 CHF | 99.89% | 99.89% |
11.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 80'000 | 80'000 | 35'641 | 35'641 | 37'836 CHF | 38'193 CHF | 99.90% | 99.90% |
08.11.2024 | 0.97% | 1.08 CHF | 1.09 CHF | 80'000 | 80'000 | 36'546 | 36'546 | 38'563 CHF | 38'929 CHF | 99.05% | 99.05% |
07.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 37'415 CHF | 37'775 CHF | 99.90% | 99.90% |