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 | 1.36% | 1.16 CHF | 1.17 CHF | 70'000 | 70'000 | 32'646 | 32'646 | 37'347 CHF | 37'781 CHF | 98.94% | 98.94% |
19.11.2024 | 1.46% | 1.08 CHF | 1.09 CHF | 70'000 | 70'000 | 32'721 | 32'721 | 34'799 CHF | 35'233 CHF | 98.54% | 98.54% |
18.11.2024 | 1.53% | 1.06 CHF | 1.07 CHF | 70'000 | 70'000 | 32'669 | 32'669 | 33'581 CHF | 34'014 CHF | 99.54% | 99.54% |
15.11.2024 | 1.43% | 1.06 CHF | 1.07 CHF | 70'000 | 70'000 | 32'477 | 32'477 | 35'137 CHF | 35'569 CHF | 98.74% | 98.74% |
14.11.2024 | 1.36% | 1.07 CHF | 1.08 CHF | 70'000 | 70'000 | 32'147 | 32'147 | 36'118 CHF | 36'549 CHF | 96.02% | 96.02% |
13.11.2024 | 1.36% | 1.15 CHF | 1.16 CHF | 70'000 | 70'000 | 32'652 | 32'652 | 37'175 CHF | 37'608 CHF | 98.88% | 98.88% |
12.11.2024 | 1.34% | 1.12 CHF | 1.13 CHF | 70'000 | 70'000 | 32'324 | 32'324 | 37'313 CHF | 37'743 CHF | 97.88% | 97.88% |
11.11.2024 | 1.30% | 1.20 CHF | 1.21 CHF | 70'000 | 70'000 | 32'281 | 32'281 | 38'744 CHF | 39'174 CHF | 98.46% | 98.46% |
08.11.2024 | 1.30% | 1.22 CHF | 1.23 CHF | 70'000 | 70'000 | 32'898 | 32'898 | 39'195 CHF | 39'629 CHF | 96.53% | 96.53% |
07.11.2024 | 1.31% | 1.14 CHF | 1.15 CHF | 70'000 | 70'000 | 32'371 | 32'371 | 38'142 CHF | 38'573 CHF | 98.36% | 98.36% |