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 | 1.00% | 1.50 CHF | 1.51 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 62'797 CHF | 63'330 CHF | 99.90% | 99.90% |
19.11.2024 | 0.96% | 1.59 CHF | 1.60 CHF | 92'000 | 92'000 | 38'255 | 38'255 | 61'307 CHF | 61'811 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 1.59 CHF | 1.60 CHF | 90'000 | 90'000 | 41'033 | 41'033 | 63'947 CHF | 64'479 CHF | 99.90% | 99.90% |
15.11.2024 | 0.99% | 1.58 CHF | 1.59 CHF | 90'000 | 90'000 | 36'802 | 36'802 | 58'454 CHF | 58'906 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 1.58 CHF | 1.59 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 64'306 CHF | 64'832 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 1.54 CHF | 1.55 CHF | 92'000 | 92'000 | 41'454 | 41'454 | 62'480 CHF | 63'016 CHF | 98.61% | 99.78% |
12.11.2024 | 0.97% | 1.53 CHF | 1.54 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 64'473 CHF | 65'001 CHF | 100.00% | 100.00% |
11.11.2024 | 2.25% | 1.62 CHF | 1.63 CHF | 90'000 | 90'000 | 22'703 | 22'703 | 35'341 CHF | 36'012 CHF | 99.54% | 99.54% |
08.11.2024 | 1.10% | 1.47 CHF | 1.48 CHF | 94'000 | 94'000 | 42'800 | 42'800 | 61'011 CHF | 61'565 CHF | 98.78% | 98.78% |
07.11.2024 | 1.09% | 1.42 CHF | 1.43 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 60'791 CHF | 61'346 CHF | 100.00% | 100.00% |