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 | 1.03% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 74'738 | 74'738 | 72'006 CHF | 72'754 CHF | 99.36% | 99.36% |
19.11.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 74'857 | 74'857 | 65'836 CHF | 66'584 CHF | 99.26% | 99.26% |
18.11.2024 | 0.97% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 57'344 | 57'344 | 58'544 CHF | 59'118 CHF | 99.25% | 99.25% |
15.11.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 52'506 | 52'506 | 54'084 CHF | 54'610 CHF | 99.38% | 99.38% |
14.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 64'636 | 64'636 | 63'680 CHF | 64'327 CHF | 99.35% | 99.35% |
13.11.2024 | 1.12% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 73'268 | 73'268 | 65'473 CHF | 66'206 CHF | 99.38% | 99.38% |
12.11.2024 | 1.85% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 103'136 | 103'136 | 55'539 CHF | 56'570 CHF | 99.07% | 99.07% |
11.11.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 101'456 | 101'456 | 54'280 CHF | 55'295 CHF | 99.25% | 99.25% |
08.11.2024 | 2.37% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 128'929 | 128'929 | 53'719 CHF | 55'008 CHF | 99.37% | 99.37% |
07.11.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 144'646 | 144'646 | 54'491 CHF | 55'938 CHF | 99.26% | 99.26% |