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 | 1.09% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'643 CHF | 69'393 CHF | 99.20% | 99.20% |
19.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'637 CHF | 64'387 CHF | 99.33% | 99.33% |
18.11.2024 | 1.06% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'272 CHF | 71'022 CHF | 99.28% | 99.28% |
15.11.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 74'884 | 74'884 | 72'565 CHF | 73'314 CHF | 99.48% | 99.48% |
14.11.2024 | 0.85% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'579 CHF | 59'079 CHF | 99.14% | 99.14% |
13.11.2024 | 0.84% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 44'443 | 44'443 | 52'846 CHF | 53'291 CHF | 98.86% | 98.86% |
12.11.2024 | 0.86% | 1.24 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'108 CHF | 29'358 CHF | 99.18% | 99.18% |
11.11.2024 | 1.05% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 35'250 | 35'250 | 33'277 CHF | 33'630 CHF | 99.28% | 99.28% |
08.11.2024 | 1.43% | 0.78 CHF | 0.79 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 26'360 CHF | 26'740 CHF | 99.48% | 99.48% |
07.11.2024 | 1.49% | 0.71 CHF | 0.72 CHF | 38'000 | 38'000 | 46'984 | 46'984 | 31'137 CHF | 31'607 CHF | 99.33% | 99.33% |