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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.27% | 0.71 CHF | 0.72 CHF | 150'000 | 150'000 | 66'939 | 66'939 | 52'398 CHF | 53'069 CHF | 100.00% | 100.00% |
20.11.2024 | 1.22% | 0.89 CHF | 0.90 CHF | 165'000 | 165'000 | 72'208 | 72'208 | 60'819 CHF | 61'543 CHF | 99.57% | 99.57% |
19.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 160'000 | 160'000 | 71'488 | 71'488 | 61'373 CHF | 62'101 CHF | 99.24% | 99.24% |
18.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 170'000 | 170'000 | 75'913 | 75'913 | 71'317 CHF | 72'077 CHF | 99.90% | 99.90% |
15.11.2024 | 1.09% | 0.97 CHF | 0.98 CHF | 170'000 | 170'000 | 69'357 | 69'357 | 66'437 CHF | 67'132 CHF | 91.93% | 91.93% |
14.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 66'140 | 66'140 | 46'962 CHF | 47'632 CHF | 99.72% | 99.72% |
13.11.2024 | 1.26% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 70'323 | 70'323 | 55'630 CHF | 56'335 CHF | 99.93% | 99.93% |
12.11.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 160'000 | 160'000 | 70'296 | 70'296 | 55'999 CHF | 56'704 CHF | 99.90% | 99.90% |
11.11.2024 | 1.64% | 0.78 CHF | 0.79 CHF | 155'000 | 155'000 | 63'858 | 63'858 | 48'653 CHF | 49'349 CHF | 99.90% | 99.90% |
08.11.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 69'240 | 69'240 | 49'333 CHF | 50'026 CHF | 97.44% | 97.44% |