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 | 0.75% | 1.40 CHF | 1.41 CHF | 150'000 | 150'000 | 67'521 | 67'521 | 91'538 CHF | 92'215 CHF | 99.91% | 99.91% |
19.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 152'000 | 152'000 | 67'627 | 67'627 | 91'592 CHF | 92'269 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 150'000 | 150'000 | 65'041 | 65'041 | 94'496 CHF | 95'148 CHF | 99.64% | 99.64% |
15.11.2024 | 0.82% | 1.41 CHF | 1.42 CHF | 150'000 | 150'000 | 49'865 | 49'865 | 66'218 CHF | 66'718 CHF | 98.90% | 98.90% |
14.11.2024 | 1.61% | 1.30 CHF | 1.31 CHF | 152'000 | 152'000 | 50'992 | 50'992 | 65'003 CHF | 65'578 CHF | 95.12% | 95.12% |
13.11.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 168'000 | 168'000 | 75'203 | 75'203 | 65'100 CHF | 65'853 CHF | 99.78% | 99.78% |
12.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 170'000 | 170'000 | 75'480 | 75'480 | 63'263 CHF | 64'019 CHF | 100.00% | 100.00% |
11.11.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 170'000 | 170'000 | 76'298 | 76'298 | 61'659 CHF | 62'423 CHF | 99.90% | 99.90% |
08.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 174'000 | 174'000 | 78'034 | 78'034 | 59'044 CHF | 59'826 CHF | 100.00% | 100.00% |
07.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 174'000 | 174'000 | 77'460 | 77'460 | 59'961 CHF | 60'737 CHF | 99.86% | 99.86% |