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 | 0.83% | 1.66 CHF | 1.67 CHF | 160'000 | 160'000 | 85'147 | 85'147 | 146'584 CHF | 147'688 CHF | 99.90% | 99.90% |
19.11.2024 | 0.64% | 1.79 CHF | 1.80 CHF | 150'000 | 150'000 | 87'393 | 87'393 | 150'637 CHF | 151'564 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 1.76 CHF | 1.77 CHF | 160'000 | 160'000 | 90'890 | 90'890 | 151'383 CHF | 152'294 CHF | 99.90% | 99.90% |
15.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 160'000 | 160'000 | 90'868 | 90'868 | 149'654 CHF | 150'565 CHF | 99.90% | 99.90% |
14.11.2024 | 0.64% | 1.69 CHF | 1.70 CHF | 160'000 | 160'000 | 89'842 | 89'842 | 146'218 CHF | 147'120 CHF | 99.36% | 99.36% |
13.11.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 160'000 | 160'000 | 90'128 | 90'128 | 139'724 CHF | 140'629 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.62 CHF | 1.63 CHF | 160'000 | 160'000 | 90'190 | 90'190 | 141'136 CHF | 142'041 CHF | 99.67% | 99.67% |
11.11.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 160'000 | 160'000 | 90'260 | 90'260 | 145'521 CHF | 146'426 CHF | 99.65% | 99.65% |
08.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 160'000 | 160'000 | 89'741 | 89'741 | 152'835 CHF | 153'735 CHF | 98.82% | 98.82% |
07.11.2024 | 0.67% | 1.64 CHF | 1.65 CHF | 160'000 | 160'000 | 90'126 | 90'126 | 140'924 CHF | 141'829 CHF | 100.00% | 100.00% |