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 | 1.06% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 74'479 | 74'479 | 69'812 CHF | 70'557 CHF | 99.50% | 99.50% |
19.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'714 | 50'714 | 53'072 CHF | 53'579 CHF | 98.61% | 98.61% |
18.11.2024 | 1.04% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 73'526 | 73'526 | 70'215 CHF | 70'950 CHF | 99.28% | 99.28% |
15.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 69'105 | 69'105 | 67'348 CHF | 68'039 CHF | 99.42% | 99.42% |
14.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 51'469 | 51'469 | 52'110 CHF | 52'625 CHF | 99.47% | 99.47% |
13.11.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 68'254 | 68'254 | 59'514 CHF | 60'196 CHF | 94.54% | 94.54% |
12.11.2024 | 0.97% | 0.92 CHF | 0.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'655 CHF | 25'905 CHF | 99.04% | 99.04% |
11.11.2024 | 1.11% | 1.08 CHF | 1.09 CHF | 25'000 | 25'000 | 35'529 | 35'529 | 31'718 CHF | 32'073 CHF | 98.33% | 98.33% |
08.11.2024 | 1.31% | 0.83 CHF | 0.84 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 28'887 CHF | 29'267 CHF | 99.42% | 99.42% |
07.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 29'407 CHF | 29'787 CHF | 99.19% | 99.19% |