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 | 41'094 | 41'094 | 62'712 CHF | 63'245 CHF | 99.90% | 99.90% |
19.11.2024 | 0.96% | 1.59 CHF | 1.60 CHF | 92'000 | 92'000 | 38'254 | 38'254 | 61'246 CHF | 61'750 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 1.59 CHF | 1.60 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 63'863 CHF | 64'395 CHF | 99.90% | 99.90% |
15.11.2024 | 0.99% | 1.58 CHF | 1.59 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 58'365 CHF | 58'817 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 1.58 CHF | 1.59 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 64'242 CHF | 64'768 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 1.54 CHF | 1.55 CHF | 92'000 | 92'000 | 41'453 | 41'453 | 62'432 CHF | 62'967 CHF | 98.61% | 99.79% |
12.11.2024 | 0.97% | 1.53 CHF | 1.54 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 64'409 CHF | 64'937 CHF | 100.00% | 100.00% |
11.11.2024 | 2.25% | 1.62 CHF | 1.63 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 35'297 CHF | 35'968 CHF | 99.58% | 99.58% |
08.11.2024 | 1.10% | 1.46 CHF | 1.47 CHF | 94'000 | 94'000 | 42'847 | 42'847 | 61'035 CHF | 61'589 CHF | 98.53% | 98.53% |
07.11.2024 | 1.09% | 1.42 CHF | 1.43 CHF | 96'000 | 96'000 | 42'794 | 42'794 | 60'728 CHF | 61'283 CHF | 100.00% | 100.00% |