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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | 0.78% | 1.82 CHF | 1.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'292 CHF | 134'333 CHF | 99.38% | 99.38% |
27.11.2024 | 0.80% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'650 CHF | 126'665 CHF | 99.55% | 99.55% |
26.11.2024 | 0.84% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'892 CHF | 127'968 CHF | 100.00% | 100.00% |
25.11.2024 | 0.82% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'757 CHF | 128'805 CHF | 100.00% | 100.00% |
22.11.2024 | 0.87% | 1.59 CHF | 1.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 117'899 CHF | 118'927 CHF | 99.99% | 99.99% |
20.11.2024 | 0.99% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'083 CHF | 100'073 CHF | 100.00% | 100.00% |
19.11.2024 | 1.08% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'374 CHF | 88'323 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'525 CHF | 101'545 CHF | 100.00% | 100.00% |
15.11.2024 | 1.43% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 54'333 | 54'333 | 74'171 CHF | 75'140 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'688 CHF | 102'719 CHF | 99.22% | 99.22% |