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 | 1.58% | 0.61 CHF | 0.62 CHF | 310'000 | 310'000 | 174'201 | 174'201 | 111'862 CHF | 113'610 CHF | 99.89% | 99.89% |
19.11.2024 | 1.61% | 0.68 CHF | 0.69 CHF | 310'000 | 310'000 | 173'561 | 173'561 | 111'840 CHF | 113'592 CHF | 100.00% | 100.00% |
18.11.2024 | 1.68% | 0.66 CHF | 0.67 CHF | 310'000 | 310'000 | 175'115 | 175'115 | 107'582 CHF | 109'338 CHF | 99.89% | 99.89% |
15.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 310'000 | 310'000 | 174'473 | 174'473 | 105'502 CHF | 107'250 CHF | 99.90% | 99.90% |
14.11.2024 | 1.73% | 0.63 CHF | 0.64 CHF | 310'000 | 310'000 | 173'041 | 173'041 | 103'058 CHF | 104'795 CHF | 99.32% | 99.32% |
13.11.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 320'000 | 320'000 | 175'001 | 175'001 | 97'858 CHF | 99'615 CHF | 100.00% | 100.00% |
12.11.2024 | 1.81% | 0.59 CHF | 0.60 CHF | 320'000 | 320'000 | 175'155 | 175'155 | 99'424 CHF | 101'183 CHF | 99.62% | 99.62% |
11.11.2024 | 1.70% | 0.54 CHF | 0.55 CHF | 320'000 | 320'000 | 175'268 | 175'268 | 103'381 CHF | 105'140 CHF | 99.65% | 99.65% |
08.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 320'000 | 320'000 | 174'014 | 174'014 | 110'965 CHF | 112'712 CHF | 98.59% | 98.59% |
07.11.2024 | 1.82% | 0.61 CHF | 0.62 CHF | 330'000 | 330'000 | 184'785 | 184'785 | 105'297 CHF | 107'152 CHF | 100.00% | 100.00% |