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 | 1.25% | 0.79 CHF | 0.80 CHF | 219'000 | 219'000 | 95'998 | 95'998 | 77'483 CHF | 78'445 CHF | 99.90% | 99.90% |
19.11.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 219'000 | 219'000 | 97'892 | 97'892 | 76'966 CHF | 77'947 CHF | 99.85% | 99.85% |
18.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 219'000 | 219'000 | 97'621 | 97'621 | 77'895 CHF | 78'873 CHF | 99.90% | 99.90% |
15.11.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 209'000 | 209'000 | 92'199 | 92'199 | 77'755 CHF | 78'679 CHF | 99.90% | 99.90% |
14.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 89'171 | 89'171 | 85'884 CHF | 86'777 CHF | 100.00% | 100.00% |
13.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 209'000 | 209'000 | 93'685 | 93'685 | 86'007 CHF | 86'945 CHF | 100.00% | 100.00% |
12.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 209'000 | 209'000 | 93'432 | 93'432 | 86'040 CHF | 86'976 CHF | 99.87% | 99.87% |
11.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 89'180 | 89'180 | 85'434 CHF | 86'327 CHF | 99.90% | 99.90% |
08.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 89'662 | 89'662 | 88'339 CHF | 89'237 CHF | 98.88% | 98.88% |
07.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 89'142 | 89'142 | 89'065 CHF | 89'958 CHF | 99.90% | 99.90% |