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 | 1.11% | 1.07 CHF | 1.08 CHF | 167'000 | 167'000 | 86'481 | 86'481 | 81'768 CHF | 82'636 CHF | 99.90% | 99.90% |
19.11.2024 | 0.95% | 0.90 CHF | 0.91 CHF | 164'000 | 164'000 | 88'225 | 88'225 | 92'666 CHF | 93'550 CHF | 99.55% | 99.55% |
18.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 164'000 | 164'000 | 86'666 | 86'666 | 80'172 CHF | 81'041 CHF | 98.73% | 98.73% |
15.11.2024 | 0.58% | 1.58 CHF | 1.59 CHF | 177'000 | 177'000 | 94'426 | 94'426 | 163'103 CHF | 164'049 CHF | 99.46% | 99.46% |
14.11.2024 | 0.76% | 1.58 CHF | 1.59 CHF | 177'000 | 177'000 | 90'825 | 90'825 | 126'392 CHF | 127'302 CHF | 98.84% | 98.84% |
13.11.2024 | 0.91% | 1.30 CHF | 1.31 CHF | 174'000 | 174'000 | 89'026 | 89'026 | 102'557 CHF | 103'449 CHF | 99.34% | 99.34% |
12.11.2024 | 1.15% | 1.01 CHF | 1.02 CHF | 167'000 | 167'000 | 83'231 | 83'231 | 77'143 CHF | 77'977 CHF | 96.41% | 96.41% |
11.11.2024 | 1.09% | 0.73 CHF | 0.74 CHF | 160'000 | 160'000 | 87'490 | 87'490 | 80'617 CHF | 81'493 CHF | 99.28% | 99.28% |
08.11.2024 | 0.51% | 1.63 CHF | 1.64 CHF | 180'000 | 180'000 | 96'365 | 96'365 | 187'586 CHF | 188'551 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.09 CHF | 2.10 CHF | 194'000 | 194'000 | 103'642 | 103'642 | 238'073 CHF | 239'112 CHF | 99.77% | 99.77% |