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 | 1.48% | 1.35 CHF | 1.36 CHF | 70'000 | 70'000 | 29'857 | 29'857 | 38'583 CHF | 39'088 CHF | 99.10% | 99.10% |
19.11.2024 | 1.56% | 1.25 CHF | 1.26 CHF | 70'000 | 70'000 | 28'300 | 28'300 | 34'551 CHF | 35'028 CHF | 91.06% | 91.06% |
18.11.2024 | 1.72% | 1.23 CHF | 1.24 CHF | 70'000 | 70'000 | 31'522 | 31'522 | 35'050 CHF | 35'550 CHF | 94.12% | 94.12% |
15.11.2024 | 1.72% | 1.06 CHF | 1.07 CHF | 70'000 | 70'000 | 28'304 | 28'304 | 29'717 CHF | 30'142 CHF | 89.92% | 89.92% |
14.11.2024 | 1.71% | 1.06 CHF | 1.07 CHF | 70'000 | 70'000 | 32'687 | 32'687 | 34'342 CHF | 34'849 CHF | 94.86% | 94.86% |
13.11.2024 | 1.75% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 32'728 | 32'728 | 33'615 CHF | 34'120 CHF | 99.11% | 99.11% |
12.11.2024 | 1.72% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 32'199 | 32'199 | 33'472 CHF | 33'977 CHF | 92.78% | 92.78% |
11.11.2024 | 1.71% | 1.03 CHF | 1.04 CHF | 70'000 | 70'000 | 31'838 | 31'838 | 33'240 CHF | 33'740 CHF | 95.13% | 95.13% |
08.11.2024 | 1.67% | 1.06 CHF | 1.07 CHF | 70'000 | 70'000 | 31'392 | 31'392 | 33'974 CHF | 34'474 CHF | 93.27% | 93.27% |
07.11.2024 | 1.67% | 1.07 CHF | 1.08 CHF | 70'000 | 70'000 | 30'990 | 30'990 | 33'355 CHF | 33'840 CHF | 92.19% | 92.19% |