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 | 1.46% | 0.80 CHF | 0.81 CHF | 167'000 | 167'000 | 86'478 | 86'478 | 62'009 CHF | 62'877 CHF | 99.90% | 99.90% |
19.11.2024 | 1.28% | 0.68 CHF | 0.69 CHF | 164'000 | 164'000 | 88'206 | 88'206 | 68'795 CHF | 69'678 CHF | 99.55% | 99.55% |
18.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 164'000 | 164'000 | 86'664 | 86'664 | 59'612 CHF | 60'482 CHF | 98.72% | 98.72% |
15.11.2024 | 0.72% | 1.23 CHF | 1.24 CHF | 177'000 | 177'000 | 94'426 | 94'426 | 130'166 CHF | 131'112 CHF | 99.46% | 99.46% |
14.11.2024 | 1.03% | 1.23 CHF | 1.24 CHF | 177'000 | 177'000 | 90'849 | 90'849 | 94'734 CHF | 95'644 CHF | 98.84% | 98.84% |
13.11.2024 | 1.23% | 0.96 CHF | 0.97 CHF | 174'000 | 174'000 | 89'028 | 89'028 | 75'517 CHF | 76'410 CHF | 99.34% | 99.34% |
12.11.2024 | 2.20% | 0.76 CHF | 0.77 CHF | 167'000 | 167'000 | 83'134 | 83'134 | 55'264 CHF | 56'125 CHF | 96.68% | 96.68% |
11.11.2024 | 1.48% | 0.46 CHF | 0.47 CHF | 160'000 | 160'000 | 87'500 | 87'500 | 59'160 CHF | 60'037 CHF | 99.30% | 99.30% |
08.11.2024 | 0.62% | 1.29 CHF | 1.30 CHF | 180'000 | 180'000 | 96'363 | 96'363 | 154'575 CHF | 155'541 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 1.74 CHF | 1.75 CHF | 194'000 | 194'000 | 103'645 | 103'645 | 202'496 CHF | 203'535 CHF | 99.77% | 99.77% |