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 | 3.54% | 0.97 CHF | 1.00 CHF | 70'000 | 70'000 | 32'667 | 32'667 | 32'236 CHF | 33'323 CHF | 99.90% | 99.90% |
19.11.2024 | 3.70% | 0.96 CHF | 0.99 CHF | 70'000 | 70'000 | 32'638 | 32'638 | 30'854 CHF | 31'940 CHF | 100.00% | 100.00% |
18.11.2024 | 3.70% | 0.94 CHF | 0.97 CHF | 70'000 | 70'000 | 23'164 | 23'164 | 21'734 CHF | 22'505 CHF | 99.89% | 99.89% |
15.11.2024 | 3.79% | 0.95 CHF | 0.98 CHF | 70'000 | 70'000 | 32'671 | 32'671 | 30'345 CHF | 31'432 CHF | 99.90% | 99.90% |
14.11.2024 | 3.96% | 0.91 CHF | 0.94 CHF | 70'000 | 70'000 | 32'646 | 32'646 | 28'782 CHF | 29'868 CHF | 99.98% | 99.98% |
13.11.2024 | 4.02% | 0.89 CHF | 0.92 CHF | 70'000 | 70'000 | 32'694 | 32'694 | 28'655 CHF | 29'743 CHF | 99.58% | 99.58% |
12.11.2024 | 3.79% | 0.87 CHF | 0.90 CHF | 70'000 | 70'000 | 32'667 | 32'667 | 29'668 CHF | 30'754 CHF | 99.90% | 99.90% |
11.11.2024 | 6.93% | 0.96 CHF | 0.99 CHF | 70'000 | 70'000 | 11'642 | 11'642 | 11'337 CHF | 12'015 CHF | 99.38% | 99.38% |
08.11.2024 | 3.94% | 0.95 CHF | 0.98 CHF | 70'000 | 70'000 | 32'636 | 32'636 | 29'378 CHF | 30'464 CHF | 99.99% | 99.99% |
07.11.2024 | 3.97% | 0.89 CHF | 0.92 CHF | 70'000 | 70'000 | 32'677 | 32'677 | 28'752 CHF | 29'839 CHF | 99.72% | 99.72% |