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 | 0.95% | 1.59 CHF | 1.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'642 CHF | 121'799 CHF | 99.00% | 99.00% |
19.11.2024 | 0.87% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'370 CHF | 120'415 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 1.53 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'473 CHF | 117'630 CHF | 100.00% | 100.00% |
15.11.2024 | 1.42% | 1.50 CHF | 1.52 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 82'648 CHF | 83'778 CHF | 100.00% | 100.00% |
14.11.2024 | 1.67% | 1.54 CHF | 1.57 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 58'601 CHF | 59'586 CHF | 99.22% | 99.22% |
13.11.2024 | 1.64% | 1.56 CHF | 1.59 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 57'702 CHF | 58'648 CHF | 99.36% | 99.36% |
12.11.2024 | 1.80% | 1.59 CHF | 1.62 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 57'924 CHF | 58'975 CHF | 100.00% | 100.00% |
11.11.2024 | 1.95% | 1.45 CHF | 1.48 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 54'975 CHF | 56'059 CHF | 100.00% | 100.00% |
08.11.2024 | 1.19% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'514 CHF | 112'852 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 1.41 CHF | 1.43 CHF | 75'000 | 75'000 | 73'177 | 72'396 | 103'073 CHF | 102'995 CHF | 98.73% | 98.73% |