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 | 99'000 | 99'000 | 98'957 | 98'957 | 78'943 CHF | 79'932 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 98'028 | 98'028 | 75'504 CHF | 76'485 CHF | 92.70% | 97.63% |
18.11.2024 | - | 0.68 CHF | - CHF | 95'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 95'000 | 95'000 | 95'052 | 95'052 | 64'584 CHF | 65'534 CHF | 100.00% | 100.00% |
14.11.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 94'000 | 94'000 | 94'279 | 94'279 | 61'671 CHF | 62'614 CHF | 100.00% | 100.00% |
13.11.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 95'000 | 95'000 | 95'218 | 95'218 | 65'142 CHF | 66'095 CHF | 100.00% | 100.00% |
12.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 93'000 | 93'000 | 92'919 | 92'919 | 55'901 CHF | 56'830 CHF | 100.00% | 100.00% |
11.11.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 92'000 | 92'000 | 91'243 | 91'243 | 50'553 CHF | 51'465 CHF | 100.00% | 100.00% |
08.11.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 92'000 | 92'000 | 92'905 | 92'905 | 56'043 CHF | 56'972 CHF | 100.00% | 100.00% |
07.11.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 93'000 | 93'000 | 92'310 | 92'310 | 54'291 CHF | 55'214 CHF | 100.00% | 100.00% |