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 | 1.02% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 74'405 | 74'405 | 72'745 CHF | 73'489 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'607 | 50'607 | 51'529 CHF | 52'035 CHF | 89.55% | 89.55% |
18.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'211 CHF | 72'961 CHF | 99.82% | 99.82% |
15.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'322 CHF | 72'072 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 59'577 | 59'577 | 59'252 CHF | 59'848 CHF | 100.00% | 100.00% |
13.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'131 CHF | 52'631 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'327 | 50'327 | 52'263 CHF | 52'766 CHF | 99.66% | 99.66% |
11.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'722 CHF | 71'472 CHF | 99.86% | 99.86% |
08.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'720 CHF | 70'470 CHF | 100.00% | 100.00% |
07.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'112 CHF | 61'862 CHF | 99.87% | 99.87% |