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 | 1.19% | 1.59 CHF | 1.61 CHF | 70'000 | 70'000 | 69'970 | 69'970 | 117'006 CHF | 118'406 CHF | 100.00% | 100.00% |
19.11.2024 | 1.29% | 1.59 CHF | 1.61 CHF | 70'000 | 70'000 | 69'964 | 69'964 | 107'919 CHF | 109'319 CHF | 99.85% | 99.85% |
18.11.2024 | 1.24% | 1.57 CHF | 1.59 CHF | 70'000 | 70'000 | 69'984 | 69'984 | 111'880 CHF | 113'280 CHF | 99.97% | 99.97% |
15.11.2024 | 1.19% | 1.64 CHF | 1.66 CHF | 70'000 | 70'000 | 69'960 | 69'960 | 116'760 CHF | 118'160 CHF | 99.98% | 99.98% |
14.11.2024 | 1.23% | 1.61 CHF | 1.63 CHF | 70'000 | 70'000 | 69'984 | 69'984 | 113'358 CHF | 114'758 CHF | 100.00% | 100.00% |
13.11.2024 | 1.25% | 1.69 CHF | 1.71 CHF | 70'000 | 70'000 | 69'969 | 69'969 | 111'851 CHF | 113'251 CHF | 100.00% | 100.00% |
12.11.2024 | 1.20% | 1.61 CHF | 1.63 CHF | 70'000 | 70'000 | 69'994 | 69'994 | 115'831 CHF | 117'231 CHF | 99.85% | 99.85% |
11.11.2024 | 1.11% | 1.75 CHF | 1.77 CHF | 70'000 | 70'000 | 69'979 | 69'979 | 125'290 CHF | 126'690 CHF | 100.00% | 100.00% |
08.11.2024 | 1.18% | 1.69 CHF | 1.71 CHF | 70'000 | 70'000 | 69'970 | 69'970 | 118'438 CHF | 119'838 CHF | 98.88% | 98.88% |
07.11.2024 | 1.20% | 1.62 CHF | 1.64 CHF | 70'000 | 70'000 | 69'980 | 69'980 | 115'906 CHF | 117'306 CHF | 99.92% | 99.92% |