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 | 1.29% | 0.77 CHF | 0.78 CHF | 375'000 | 375'000 | 168'303 | 168'303 | 132'684 CHF | 134'370 CHF | 99.91% | 99.91% |
19.11.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 380'000 | 380'000 | 168'503 | 168'503 | 132'236 CHF | 133'924 CHF | 100.00% | 100.00% |
18.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 375'000 | 375'000 | 162'420 | 162'420 | 122'131 CHF | 123'759 CHF | 99.64% | 99.64% |
15.11.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 375'000 | 375'000 | 123'899 | 123'899 | 99'838 CHF | 101'080 CHF | 98.90% | 98.90% |
14.11.2024 | 2.05% | 0.81 CHF | 0.82 CHF | 380'000 | 380'000 | 127'398 | 127'398 | 105'395 CHF | 106'830 CHF | 95.14% | 95.14% |
13.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 420'000 | 420'000 | 187'522 | 187'522 | 184'223 CHF | 186'102 CHF | 99.78% | 99.78% |
12.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 425'000 | 425'000 | 188'495 | 188'495 | 187'006 CHF | 188'894 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 425'000 | 425'000 | 190'874 | 190'874 | 191'333 CHF | 193'245 CHF | 99.90% | 99.90% |
08.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 435'000 | 435'000 | 194'331 | 194'331 | 196'885 CHF | 198'832 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 435'000 | 435'000 | 193'441 | 193'441 | 194'859 CHF | 196'797 CHF | 99.86% | 99.86% |