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 | 0.68% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'860 CHF | 110'610 CHF | 98.84% | 98.84% |
19.11.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'709 CHF | 102'459 CHF | 96.36% | 96.36% |
18.11.2024 | 0.60% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'732 CHF | 126'482 CHF | 94.31% | 94.31% |
15.11.2024 | 0.74% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'504 CHF | 102'254 CHF | 95.79% | 95.79% |
14.11.2024 | 0.74% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'244 CHF | 101'994 CHF | 98.63% | 98.63% |
13.11.2024 | 0.77% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 67'071 | 67'071 | 88'075 CHF | 88'746 CHF | 98.80% | 98.80% |
12.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 46'217 CHF | 46'597 CHF | 95.60% | 95.60% |
11.11.2024 | 0.80% | 1.33 CHF | 1.34 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 47'283 CHF | 47'663 CHF | 98.05% | 98.05% |
08.11.2024 | 1.06% | 1.05 CHF | 1.06 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 35'844 CHF | 36'224 CHF | 99.44% | 99.44% |
07.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 34'266 CHF | 34'646 CHF | 98.89% | 98.89% |