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 | 0.86% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 55'330 | 52'692 | 68'775 CHF | 66'086 CHF | 99.63% | 99.63% |
19.11.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 55'182 | 52'696 | 70'242 CHF | 67'708 CHF | 99.56% | 99.56% |
18.11.2024 | 0.86% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 54'389 | 52'683 | 67'361 CHF | 65'775 CHF | 99.64% | 99.64% |
15.11.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 59'697 | 58'119 | 80'281 CHF | 78'713 CHF | 98.77% | 98.77% |
14.11.2024 | 0.82% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 55'191 | 53'524 | 71'130 CHF | 69'499 CHF | 84.21% | 84.21% |
13.11.2024 | 0.92% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 55'466 | 53'405 | 63'058 CHF | 61'233 CHF | 97.11% | 97.11% |
12.11.2024 | 0.98% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 55'335 | 52'721 | 60'640 CHF | 58'366 CHF | 99.51% | 99.51% |
11.11.2024 | 1.22% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 63'196 | 52'678 | 57'893 CHF | 48'782 CHF | 99.66% | 99.66% |
08.11.2024 | 1.27% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 60'683 | 24'866 | 51'936 CHF | 21'573 CHF | 58.91% | 58.91% |
07.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 64'834 | 51'157 | 53'291 CHF | 42'312 CHF | 88.26% | 88.26% |