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 | 1.46% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 71'269 | 71'269 | 49'474 CHF | 50'189 CHF | 99.90% | 99.90% |
19.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 130'000 | 130'000 | 71'492 | 71'492 | 50'534 CHF | 51'251 CHF | 98.91% | 98.91% |
18.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 71'231 | 71'231 | 53'590 CHF | 54'305 CHF | 99.58% | 99.58% |
15.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 130'000 | 130'000 | 71'159 | 71'159 | 54'729 CHF | 55'444 CHF | 99.89% | 99.89% |
14.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 130'000 | 130'000 | 72'506 | 72'506 | 56'973 CHF | 57'699 CHF | 98.84% | 98.84% |
13.11.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 71'366 | 71'366 | 53'355 CHF | 54'070 CHF | 100.00% | 100.00% |
12.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 66'534 | 66'534 | 49'479 CHF | 50'147 CHF | 100.00% | 100.00% |
11.11.2024 | 1.54% | 0.71 CHF | 0.72 CHF | 130'000 | 130'000 | 70'790 | 70'790 | 48'122 CHF | 48'837 CHF | 99.93% | 99.93% |
08.11.2024 | 2.93% | 0.64 CHF | 0.65 CHF | 130'000 | 130'000 | 49'048 | 49'048 | 31'178 CHF | 31'716 CHF | 100.00% | 100.00% |
07.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 57'282 | 57'282 | 36'250 CHF | 36'824 CHF | 98.68% | 98.68% |