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 | 0.97% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'761 CHF | 103'761 CHF | 99.39% | 99.39% |
19.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'190 CHF | 76'940 CHF | 99.30% | 99.30% |
18.11.2024 | 1.04% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'051 CHF | 72'801 CHF | 99.31% | 99.31% |
15.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'487 CHF | 68'237 CHF | 99.39% | 99.39% |
14.11.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'422 CHF | 62'172 CHF | 99.39% | 99.39% |
13.11.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'571 CHF | 58'321 CHF | 99.39% | 99.39% |
12.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'913 CHF | 56'663 CHF | 99.08% | 99.08% |
11.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'644 CHF | 54'394 CHF | 99.29% | 99.29% |
08.11.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'988 CHF | 55'738 CHF | 99.38% | 99.38% |
07.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'359 CHF | 55'109 CHF | 99.27% | 99.27% |