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 | 0.55% | 1.89 CHF | 1.90 CHF | 165'000 | 165'000 | 72'207 | 72'207 | 133'058 CHF | 133'782 CHF | 99.57% | 99.57% |
19.11.2024 | 0.58% | 1.81 CHF | 1.82 CHF | 160'000 | 160'000 | 71'487 | 71'487 | 132'698 CHF | 133'426 CHF | 99.24% | 99.24% |
18.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 170'000 | 170'000 | 75'913 | 75'913 | 147'523 CHF | 148'284 CHF | 99.90% | 99.90% |
15.11.2024 | 0.53% | 1.98 CHF | 1.99 CHF | 170'000 | 170'000 | 69'353 | 69'353 | 136'132 CHF | 136'827 CHF | 91.93% | 91.93% |
14.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 150'000 | 150'000 | 66'100 | 66'100 | 113'360 CHF | 114'030 CHF | 99.72% | 99.72% |
13.11.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 150'000 | 150'000 | 70'322 | 70'322 | 125'878 CHF | 126'583 CHF | 99.93% | 99.93% |
12.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 160'000 | 160'000 | 70'286 | 70'286 | 126'018 CHF | 126'722 CHF | 99.92% | 99.92% |
11.11.2024 | 0.71% | 1.78 CHF | 1.79 CHF | 155'000 | 155'000 | 63'858 | 63'858 | 112'179 CHF | 112'874 CHF | 99.90% | 99.90% |
08.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 150'000 | 150'000 | 69'243 | 69'243 | 117'572 CHF | 118'266 CHF | 97.44% | 97.44% |
07.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 160'000 | 160'000 | 71'183 | 71'183 | 127'159 CHF | 127'872 CHF | 100.00% | 100.00% |