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 | 0.58% | 1.83 CHF | 1.84 CHF | 165'000 | 165'000 | 72'206 | 72'206 | 128'118 CHF | 128'842 CHF | 99.57% | 99.57% |
19.11.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 160'000 | 160'000 | 71'489 | 71'489 | 127'876 CHF | 128'604 CHF | 99.18% | 99.18% |
18.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 170'000 | 170'000 | 75'913 | 75'913 | 142'407 CHF | 143'168 CHF | 99.90% | 99.90% |
15.11.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 170'000 | 170'000 | 69'356 | 69'356 | 131'512 CHF | 132'207 CHF | 91.93% | 91.93% |
14.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 150'000 | 150'000 | 66'105 | 66'105 | 108'779 CHF | 109'448 CHF | 99.72% | 99.72% |
13.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 150'000 | 150'000 | 70'324 | 70'324 | 121'062 CHF | 121'767 CHF | 99.93% | 99.93% |
12.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 160'000 | 160'000 | 70'301 | 70'301 | 121'330 CHF | 122'034 CHF | 99.87% | 99.87% |
11.11.2024 | 0.74% | 1.71 CHF | 1.72 CHF | 155'000 | 155'000 | 63'857 | 63'857 | 107'810 CHF | 108'505 CHF | 99.90% | 99.90% |
08.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 150'000 | 150'000 | 69'292 | 69'292 | 113'011 CHF | 113'705 CHF | 97.39% | 97.39% |
07.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 160'000 | 160'000 | 71'185 | 71'185 | 122'411 CHF | 123'124 CHF | 100.00% | 100.00% |