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 | 1.60% | 0.62 CHF | 0.63 CHF | 375'000 | 375'000 | 168'279 | 168'279 | 106'479 CHF | 108'166 CHF | 99.90% | 99.90% |
19.11.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 380'000 | 380'000 | 168'486 | 168'486 | 106'172 CHF | 107'860 CHF | 100.00% | 100.00% |
18.11.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 375'000 | 375'000 | 162'407 | 162'407 | 96'921 CHF | 98'548 CHF | 99.63% | 99.63% |
15.11.2024 | 1.49% | 0.62 CHF | 0.63 CHF | 375'000 | 375'000 | 123'893 | 123'893 | 80'523 CHF | 81'765 CHF | 98.89% | 98.89% |
14.11.2024 | 2.49% | 0.66 CHF | 0.67 CHF | 380'000 | 380'000 | 127'411 | 127'411 | 85'534 CHF | 86'970 CHF | 95.14% | 95.14% |
13.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 420'000 | 420'000 | 187'529 | 187'529 | 155'140 CHF | 157'019 CHF | 99.78% | 99.78% |
12.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 425'000 | 425'000 | 188'500 | 188'500 | 157'604 CHF | 159'492 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 425'000 | 425'000 | 190'879 | 190'879 | 161'330 CHF | 163'243 CHF | 99.90% | 99.90% |
08.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 435'000 | 435'000 | 194'318 | 194'318 | 166'763 CHF | 168'710 CHF | 100.00% | 100.00% |
07.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 435'000 | 435'000 | 193'441 | 193'441 | 165'306 CHF | 167'244 CHF | 99.85% | 99.85% |