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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.17% | 1.38 CHF | 1.39 CHF | 88'000 | 88'000 | 39'391 | 39'391 | 52'778 CHF | 53'287 CHF | 100.00% | 100.00% |
20.11.2024 | 1.23% | 1.21 CHF | 1.22 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 50'692 CHF | 51'225 CHF | 99.90% | 99.90% |
19.11.2024 | 1.18% | 1.30 CHF | 1.31 CHF | 92'000 | 92'000 | 38'259 | 38'259 | 50'098 CHF | 50'603 CHF | 100.00% | 100.00% |
18.11.2024 | 1.23% | 1.30 CHF | 1.31 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 51'863 CHF | 52'395 CHF | 99.90% | 99.90% |
15.11.2024 | 1.22% | 1.29 CHF | 1.30 CHF | 90'000 | 90'000 | 36'802 | 36'802 | 47'565 CHF | 48'017 CHF | 100.00% | 100.00% |
14.11.2024 | 1.19% | 1.29 CHF | 1.30 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 52'395 CHF | 52'921 CHF | 100.00% | 100.00% |
13.11.2024 | 1.28% | 1.24 CHF | 1.25 CHF | 92'000 | 92'000 | 41'455 | 41'455 | 50'323 CHF | 50'859 CHF | 98.61% | 99.79% |
12.11.2024 | 1.19% | 1.24 CHF | 1.25 CHF | 92'000 | 92'000 | 40'585 | 40'585 | 52'587 CHF | 53'115 CHF | 100.00% | 100.00% |
11.11.2024 | 2.78% | 1.33 CHF | 1.34 CHF | 90'000 | 90'000 | 22'703 | 22'703 | 28'712 CHF | 29'382 CHF | 99.56% | 99.56% |
08.11.2024 | 1.38% | 1.18 CHF | 1.19 CHF | 94'000 | 94'000 | 42'853 | 42'853 | 48'689 CHF | 49'243 CHF | 98.50% | 98.50% |