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 | 1.18% | 0.81 CHF | 0.82 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 126'506 CHF | 128'006 CHF | 100.00% | 100.00% |
19.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 125'132 CHF | 126'632 CHF | 99.87% | 99.87% |
18.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 150'000 | 150'000 | 148'537 | 148'537 | 133'283 CHF | 134'768 CHF | 99.97% | 99.97% |
15.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 145'000 | 145'000 | 145'290 | 145'290 | 138'026 CHF | 139'478 CHF | 99.77% | 99.77% |
14.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 151'514 CHF | 152'964 CHF | 100.00% | 100.00% |
13.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 145'000 | 145'000 | 142'230 | 142'230 | 156'280 CHF | 157'703 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 145'000 | 145'000 | 142'673 | 142'673 | 155'528 CHF | 156'955 CHF | 99.89% | 99.89% |
11.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 160'624 CHF | 162'024 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 145'000 | 145'000 | 141'998 | 141'998 | 157'207 CHF | 158'627 CHF | 98.93% | 98.93% |
07.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 161'136 CHF | 162'536 CHF | 100.00% | 100.00% |