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 | 1.87% | 1.00 CHF | 1.01 CHF | 169'000 | 169'000 | 66'077 | 66'077 | 64'398 CHF | 65'352 CHF | 99.82% | 99.82% |
19.11.2024 | 2.95% | 0.89 CHF | 0.90 CHF | 189'000 | 189'000 | 51'988 | 51'988 | 45'160 CHF | 45'758 CHF | 99.92% | 99.92% |
18.11.2024 | 1.63% | 0.87 CHF | 0.88 CHF | 161'700 | 161'700 | 59'570 | 59'570 | 55'094 CHF | 55'814 CHF | 99.90% | 99.90% |
15.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 181'400 | 181'400 | 68'239 | 68'239 | 62'141 CHF | 62'824 CHF | 99.52% | 99.52% |
14.11.2024 | 1.76% | 0.88 CHF | 0.89 CHF | 180'300 | 180'300 | 71'259 | 71'259 | 62'246 CHF | 63'148 CHF | 100.00% | 100.00% |
13.11.2024 | 1.27% | 0.86 CHF | 0.87 CHF | 211'300 | 211'300 | 78'702 | 78'702 | 64'035 CHF | 64'824 CHF | 100.00% | 100.00% |
12.11.2024 | 2.43% | 0.78 CHF | 0.79 CHF | 219'900 | 219'900 | 53'344 | 53'344 | 40'387 CHF | 40'993 CHF | 99.95% | 99.95% |
11.11.2024 | 3.06% | 0.71 CHF | 0.72 CHF | 235'200 | 235'200 | 64'767 | 64'767 | 44'900 CHF | 45'613 CHF | 99.87% | 99.87% |
08.11.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 220'700 | 220'700 | 88'675 | 88'675 | 62'166 CHF | 63'054 CHF | 100.00% | 100.00% |
07.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 214'500 | 214'500 | 83'406 | 83'406 | 59'872 CHF | 60'711 CHF | 99.87% | 99.87% |