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 | 0.78% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 54'272 | 52'687 | 74'509 CHF | 72'904 CHF | 99.65% | 99.65% |
19.11.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 54'277 | 52'694 | 76'114 CHF | 74'490 CHF | 99.58% | 99.58% |
18.11.2024 | 0.77% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 54'269 | 52'681 | 74'260 CHF | 72'614 CHF | 99.66% | 99.66% |
15.11.2024 | 0.72% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 59'694 | 58'113 | 88'052 CHF | 86'278 CHF | 98.78% | 98.78% |
14.11.2024 | 0.74% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 55'187 | 53'521 | 78'333 CHF | 76'484 CHF | 84.27% | 84.27% |
13.11.2024 | 0.83% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 54'640 | 53'402 | 69'184 CHF | 68'148 CHF | 97.13% | 97.13% |
12.11.2024 | 0.87% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 55'334 | 52'717 | 67'822 CHF | 65'206 CHF | 99.53% | 99.53% |
11.11.2024 | 1.08% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 55'325 | 52'675 | 57'812 CHF | 55'595 CHF | 99.68% | 99.68% |
08.11.2024 | 1.17% | 0.97 CHF | 0.98 CHF | 60'000 | 25'000 | 58'389 | 24'866 | 57'472 CHF | 24'780 CHF | 58.92% | 58.92% |
07.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 61'397 | 51'155 | 58'360 CHF | 48'916 CHF | 88.28% | 88.28% |