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 | 0.90% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'812 CHF | 83'562 CHF | 99.19% | 99.19% |
19.11.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'734 CHF | 73'484 CHF | 92.16% | 92.16% |
18.11.2024 | 1.05% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'806 CHF | 71'556 CHF | 99.31% | 99.31% |
15.11.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'750 CHF | 71'500 CHF | 97.28% | 97.28% |
14.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'474 CHF | 81'224 CHF | 99.01% | 99.01% |
13.11.2024 | 0.97% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 66'018 | 66'018 | 68'130 CHF | 68'790 CHF | 99.00% | 99.00% |
12.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 36'106 CHF | 36'486 CHF | 98.90% | 98.90% |
11.11.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 32'426 CHF | 32'806 CHF | 99.30% | 99.30% |
08.11.2024 | 1.21% | 0.78 CHF | 0.79 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 31'132 CHF | 31'512 CHF | 99.30% | 99.30% |
07.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 28'954 CHF | 29'334 CHF | 99.12% | 99.12% |