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 | 1.17% | 0.86 CHF | 0.87 CHF | 375'000 | 375'000 | 168'288 | 168'288 | 146'579 CHF | 148'266 CHF | 99.91% | 99.91% |
19.11.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 380'000 | 380'000 | 168'485 | 168'485 | 146'296 CHF | 147'984 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 375'000 | 375'000 | 162'424 | 162'424 | 135'628 CHF | 137'255 CHF | 99.64% | 99.64% |
15.11.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 375'000 | 375'000 | 123'898 | 123'898 | 110'126 CHF | 111'368 CHF | 98.89% | 98.89% |
14.11.2024 | 1.87% | 0.90 CHF | 0.91 CHF | 380'000 | 380'000 | 127'402 | 127'402 | 115'971 CHF | 117'406 CHF | 95.14% | 95.14% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 420'000 | 420'000 | 187'555 | 187'555 | 199'833 CHF | 201'712 CHF | 99.78% | 99.78% |
12.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 425'000 | 425'000 | 188'509 | 188'509 | 202'463 CHF | 204'351 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 425'000 | 425'000 | 190'863 | 190'863 | 206'827 CHF | 208'739 CHF | 99.90% | 99.90% |
08.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 435'000 | 435'000 | 194'315 | 194'315 | 212'674 CHF | 214'621 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 435'000 | 435'000 | 193'442 | 193'442 | 210'529 CHF | 212'467 CHF | 99.86% | 99.86% |