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 | 1.14% | 0.95 CHF | 0.96 CHF | 165'000 | 165'000 | 72'207 | 72'207 | 64'857 CHF | 65'581 CHF | 99.57% | 99.57% |
19.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 160'000 | 160'000 | 71'490 | 71'490 | 65'441 CHF | 66'170 CHF | 99.20% | 99.20% |
18.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 170'000 | 170'000 | 75'914 | 75'914 | 75'714 CHF | 76'475 CHF | 99.90% | 99.90% |
15.11.2024 | 1.03% | 1.03 CHF | 1.04 CHF | 170'000 | 170'000 | 69'357 | 69'357 | 70'466 CHF | 71'161 CHF | 91.93% | 91.93% |
14.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 150'000 | 150'000 | 66'105 | 66'105 | 50'640 CHF | 51'310 CHF | 99.72% | 99.72% |
13.11.2024 | 1.17% | 0.80 CHF | 0.81 CHF | 150'000 | 150'000 | 70'323 | 70'323 | 59'593 CHF | 60'298 CHF | 99.93% | 99.93% |
12.11.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 160'000 | 160'000 | 70'295 | 70'295 | 59'928 CHF | 60'633 CHF | 99.89% | 99.89% |
11.11.2024 | 1.53% | 0.84 CHF | 0.85 CHF | 155'000 | 155'000 | 63'861 | 63'861 | 52'206 CHF | 52'901 CHF | 99.90% | 99.90% |
08.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 69'295 | 69'295 | 53'126 CHF | 53'821 CHF | 97.37% | 97.37% |
07.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 160'000 | 160'000 | 71'185 | 71'185 | 60'774 CHF | 61'487 CHF | 100.00% | 100.00% |