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 | 1.08% | 1.76 CHF | 1.78 CHF | 80'000 | 80'000 | 71'128 | 71'128 | 130'882 CHF | 132'305 CHF | 100.00% | 100.00% |
19.11.2024 | 1.15% | 1.78 CHF | 1.80 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 138'522 CHF | 140'122 CHF | 99.84% | 99.84% |
18.11.2024 | 1.12% | 1.75 CHF | 1.77 CHF | 80'000 | 80'000 | 78'127 | 78'127 | 138'159 CHF | 139'722 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 1.79 CHF | 1.81 CHF | 70'000 | 70'000 | 72'591 | 72'591 | 132'029 CHF | 133'481 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 1.77 CHF | 1.79 CHF | 80'000 | 80'000 | 79'024 | 79'024 | 140'940 CHF | 142'520 CHF | 100.00% | 100.00% |
13.11.2024 | 1.12% | 1.85 CHF | 1.87 CHF | 70'000 | 70'000 | 76'483 | 76'483 | 135'481 CHF | 137'011 CHF | 100.00% | 100.00% |
12.11.2024 | 1.09% | 1.78 CHF | 1.80 CHF | 80'000 | 80'000 | 72'214 | 72'214 | 131'654 CHF | 133'099 CHF | 99.85% | 99.85% |
11.11.2024 | 1.02% | 1.91 CHF | 1.93 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 136'983 CHF | 138'383 CHF | 100.00% | 100.00% |
08.11.2024 | 1.07% | 1.85 CHF | 1.87 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 130'609 CHF | 132'009 CHF | 98.58% | 98.58% |
07.11.2024 | 1.09% | 1.80 CHF | 1.82 CHF | 80'000 | 80'000 | 73'479 | 73'479 | 134'187 CHF | 135'657 CHF | 100.00% | 100.00% |