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 | 1.55% | 0.67 CHF | 0.68 CHF | 230'000 | 230'000 | 102'881 | 102'881 | 67'973 CHF | 69'004 CHF | 99.90% | 99.90% |
19.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 230'000 | 230'000 | 95'227 | 95'227 | 59'955 CHF | 60'910 CHF | 99.91% | 99.91% |
18.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 225'000 | 225'000 | 102'722 | 102'722 | 67'041 CHF | 68'070 CHF | 99.90% | 99.90% |
15.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 225'000 | 225'000 | 92'067 | 92'067 | 59'245 CHF | 60'167 CHF | 100.00% | 100.00% |
14.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 225'000 | 225'000 | 100'764 | 100'764 | 65'241 CHF | 66'251 CHF | 100.00% | 100.00% |
13.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 230'000 | 230'000 | 103'639 | 103'639 | 69'773 CHF | 70'812 CHF | 98.61% | 99.78% |
12.11.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 230'000 | 230'000 | 101'326 | 101'326 | 64'716 CHF | 65'731 CHF | 100.00% | 100.00% |
11.11.2024 | 4.28% | 0.62 CHF | 0.63 CHF | 225'000 | 225'000 | 56'484 | 56'484 | 36'571 CHF | 38'079 CHF | 99.55% | 99.55% |
08.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 235'000 | 235'000 | 106'755 | 106'755 | 73'726 CHF | 74'796 CHF | 98.55% | 98.55% |
07.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 240'000 | 240'000 | 106'162 | 106'162 | 73'827 CHF | 74'890 CHF | 100.00% | 100.00% |