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 | 1.03% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 72'109 | 72'109 | 69'754 CHF | 70'475 CHF | 99.03% | 99.03% |
19.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 68'037 | 68'037 | 66'241 CHF | 66'921 CHF | 96.59% | 96.59% |
18.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 67'538 | 67'538 | 66'689 CHF | 67'364 CHF | 97.59% | 97.59% |
15.11.2024 | 0.90% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'206 CHF | 55'706 CHF | 97.79% | 97.79% |
14.11.2024 | 0.76% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'801 CHF | 66'301 CHF | 99.41% | 99.41% |
13.11.2024 | 0.75% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 44'476 | 44'476 | 59'296 CHF | 59'741 CHF | 99.22% | 99.22% |
12.11.2024 | 0.69% | 1.36 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'333 CHF | 36'583 CHF | 98.82% | 98.82% |
11.11.2024 | 0.62% | 1.48 CHF | 1.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'489 CHF | 40'739 CHF | 94.05% | 94.05% |
08.11.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'382 CHF | 40'632 CHF | 97.80% | 97.80% |
07.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'844 CHF | 40'094 CHF | 98.09% | 98.09% |