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 | 1.19% | 1.25 CHF | 1.26 CHF | 92'000 | 92'000 | 41'094 | 41'094 | 52'586 CHF | 53'119 CHF | 99.90% | 99.90% |
19.11.2024 | 1.14% | 1.35 CHF | 1.36 CHF | 92'000 | 92'000 | 38'259 | 38'259 | 51'844 CHF | 52'349 CHF | 100.00% | 100.00% |
18.11.2024 | 1.18% | 1.34 CHF | 1.35 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 53'735 CHF | 54'267 CHF | 99.90% | 99.90% |
15.11.2024 | 1.17% | 1.34 CHF | 1.35 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 49'301 CHF | 49'753 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 1.33 CHF | 1.34 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 54'231 CHF | 54'757 CHF | 100.00% | 100.00% |
13.11.2024 | 1.23% | 1.29 CHF | 1.30 CHF | 92'000 | 92'000 | 41'455 | 41'455 | 52'217 CHF | 52'753 CHF | 98.61% | 99.78% |
12.11.2024 | 1.15% | 1.28 CHF | 1.29 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 54'428 CHF | 54'955 CHF | 100.00% | 100.00% |
11.11.2024 | 2.68% | 1.37 CHF | 1.38 CHF | 90'000 | 90'000 | 22'702 | 22'702 | 29'768 CHF | 30'438 CHF | 99.59% | 99.59% |
08.11.2024 | 1.32% | 1.22 CHF | 1.23 CHF | 94'000 | 94'000 | 42'842 | 42'842 | 50'630 CHF | 51'184 CHF | 98.56% | 98.56% |
07.11.2024 | 1.31% | 1.18 CHF | 1.19 CHF | 96'000 | 96'000 | 42'794 | 42'794 | 50'330 CHF | 50'885 CHF | 100.00% | 100.00% |