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% | 0.89 CHF | 0.90 CHF | 246'600 | 246'600 | 86'263 | 86'263 | 72'682 CHF | 73'546 CHF | 99.78% | 99.78% |
19.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 249'900 | 249'900 | 86'123 | 86'123 | 68'172 CHF | 69'034 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 244'000 | 244'000 | 83'971 | 83'971 | 69'563 CHF | 70'404 CHF | 99.91% | 99.91% |
15.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 232'500 | 232'500 | 79'331 | 79'331 | 68'401 CHF | 69'195 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 0.93 CHF | 0.94 CHF | 234'200 | 234'200 | 79'451 | 79'451 | 70'880 CHF | 71'676 CHF | 100.00% | 100.00% |
13.11.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 235'500 | 235'500 | 81'777 | 81'777 | 70'684 CHF | 71'503 CHF | 100.00% | 100.00% |
12.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 213'100 | 213'100 | 73'726 | 73'726 | 65'733 CHF | 66'471 CHF | 100.00% | 100.00% |
11.11.2024 | 1.10% | 0.98 CHF | 0.99 CHF | 222'200 | 222'200 | 76'902 | 76'902 | 72'746 CHF | 73'516 CHF | 99.78% | 99.78% |
08.11.2024 | 2.23% | 0.96 CHF | 0.97 CHF | 161'500 | 161'500 | 44'730 | 44'730 | 40'745 CHF | 41'336 CHF | 99.21% | 99.21% |
07.11.2024 | - | 1.28 CHF | - CHF | 171'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |