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 | 1.12% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 74'769 | 74'769 | 66'344 CHF | 67'091 CHF | 99.48% | 99.48% |
19.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 51'196 | 51'196 | 52'495 CHF | 53'007 CHF | 98.60% | 98.60% |
18.11.2024 | 0.88% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'377 CHF | 56'877 CHF | 99.25% | 99.25% |
15.11.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 52'652 | 52'652 | 53'158 CHF | 53'685 CHF | 98.27% | 98.27% |
14.11.2024 | 1.10% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 70'056 | 70'056 | 63'204 CHF | 63'905 CHF | 99.09% | 99.09% |
13.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 66'780 | 66'780 | 60'969 CHF | 61'637 CHF | 99.39% | 99.39% |
12.11.2024 | 1.14% | 0.94 CHF | 0.95 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 33'086 CHF | 33'466 CHF | 99.17% | 99.17% |
11.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 30'925 CHF | 31'305 CHF | 99.20% | 99.20% |
08.11.2024 | 1.23% | 0.76 CHF | 0.77 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 30'719 CHF | 31'099 CHF | 99.44% | 99.44% |
07.11.2024 | 1.20% | 0.89 CHF | 0.90 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 31'614 CHF | 31'994 CHF | 99.35% | 99.35% |