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 | 1.32% | 1.20 CHF | 1.21 CHF | 70'000 | 70'000 | 32'604 | 32'604 | 38'489 CHF | 38'923 CHF | 98.88% | 98.88% |
19.11.2024 | 1.41% | 1.12 CHF | 1.13 CHF | 70'000 | 70'000 | 32'677 | 32'677 | 36'034 CHF | 36'468 CHF | 97.75% | 97.75% |
18.11.2024 | 1.47% | 1.10 CHF | 1.11 CHF | 70'000 | 70'000 | 32'456 | 32'456 | 34'784 CHF | 35'216 CHF | 99.00% | 99.00% |
15.11.2024 | 1.38% | 1.10 CHF | 1.11 CHF | 70'000 | 70'000 | 32'297 | 32'297 | 36'223 CHF | 36'653 CHF | 98.08% | 98.08% |
14.11.2024 | 1.32% | 1.11 CHF | 1.12 CHF | 70'000 | 70'000 | 32'036 | 32'036 | 37'234 CHF | 37'665 CHF | 94.48% | 94.48% |
13.11.2024 | 1.32% | 1.19 CHF | 1.20 CHF | 70'000 | 70'000 | 32'656 | 32'656 | 38'411 CHF | 38'845 CHF | 98.01% | 98.01% |
12.11.2024 | 1.30% | 1.16 CHF | 1.17 CHF | 70'000 | 70'000 | 32'084 | 32'084 | 38'268 CHF | 38'697 CHF | 97.33% | 97.33% |
11.11.2024 | 1.28% | 1.22 CHF | 1.23 CHF | 70'000 | 70'000 | 32'133 | 32'133 | 39'303 CHF | 39'733 CHF | 97.83% | 97.83% |
08.11.2024 | 1.28% | 1.24 CHF | 1.25 CHF | 70'000 | 70'000 | 32'556 | 32'556 | 39'540 CHF | 39'973 CHF | 95.33% | 95.33% |
07.11.2024 | 1.28% | 1.17 CHF | 1.18 CHF | 70'000 | 70'000 | 32'571 | 32'571 | 39'152 CHF | 39'585 CHF | 98.57% | 98.57% |