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 | 1.10% | 0.98 CHF | 0.99 CHF | 165'000 | 165'000 | 72'210 | 72'210 | 67'365 CHF | 68'089 CHF | 99.57% | 99.57% |
19.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 160'000 | 160'000 | 71'490 | 71'490 | 67'849 CHF | 68'577 CHF | 99.20% | 99.20% |
18.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 170'000 | 170'000 | 75'916 | 75'916 | 78'278 CHF | 79'039 CHF | 99.90% | 99.90% |
15.11.2024 | 1.00% | 1.06 CHF | 1.07 CHF | 170'000 | 170'000 | 69'357 | 69'357 | 72'768 CHF | 73'463 CHF | 91.93% | 91.93% |
14.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 66'140 | 66'140 | 53'046 CHF | 53'715 CHF | 99.72% | 99.72% |
13.11.2024 | 1.13% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 70'324 | 70'324 | 62'010 CHF | 62'714 CHF | 99.93% | 99.93% |
12.11.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 160'000 | 160'000 | 70'291 | 70'291 | 62'379 CHF | 63'083 CHF | 99.91% | 99.91% |
11.11.2024 | 1.46% | 0.87 CHF | 0.88 CHF | 155'000 | 155'000 | 63'860 | 63'860 | 54'430 CHF | 55'125 CHF | 99.90% | 99.90% |
08.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 69'255 | 69'255 | 55'564 CHF | 56'258 CHF | 97.39% | 97.39% |
07.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 160'000 | 160'000 | 71'181 | 71'181 | 63'234 CHF | 63'947 CHF | 100.00% | 100.00% |