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 | 1.05% | 1.02 CHF | 1.03 CHF | 130'000 | 130'000 | 59'912 | 59'912 | 59'469 CHF | 60'070 CHF | 93.89% | 93.89% |
19.11.2024 | 1.08% | 0.97 CHF | 0.98 CHF | 130'000 | 130'000 | 58'785 | 58'785 | 56'155 CHF | 56'746 CHF | 94.78% | 94.78% |
18.11.2024 | 1.17% | 0.96 CHF | 0.97 CHF | 130'000 | 130'000 | 58'985 | 58'985 | 52'830 CHF | 53'423 CHF | 96.78% | 96.78% |
15.11.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 130'000 | 130'000 | 51'946 | 51'946 | 44'781 CHF | 45'302 CHF | 94.41% | 94.41% |
14.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 130'000 | 130'000 | 59'777 | 59'777 | 51'549 CHF | 52'148 CHF | 95.39% | 95.39% |
13.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 130'000 | 130'000 | 60'179 | 60'179 | 50'986 CHF | 51'590 CHF | 96.45% | 96.45% |
12.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 130'000 | 130'000 | 60'289 | 60'289 | 51'353 CHF | 51'958 CHF | 95.19% | 95.19% |
11.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 130'000 | 130'000 | 59'626 | 59'626 | 51'069 CHF | 51'667 CHF | 96.66% | 96.66% |
08.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 130'000 | 130'000 | 62'003 | 62'003 | 54'125 CHF | 54'747 CHF | 94.56% | 94.56% |
07.11.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 130'000 | 130'000 | 58'535 | 58'535 | 50'838 CHF | 51'426 CHF | 93.68% | 93.68% |