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 | 1.37% | 0.80 CHF | 0.81 CHF | 165'000 | 165'000 | 72'210 | 72'210 | 54'046 CHF | 54'770 CHF | 99.57% | 99.57% |
19.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 160'000 | 160'000 | 71'487 | 71'487 | 54'734 CHF | 55'462 CHF | 99.21% | 99.21% |
18.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 170'000 | 170'000 | 75'916 | 75'916 | 64'269 CHF | 65'029 CHF | 99.90% | 99.90% |
15.11.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 170'000 | 170'000 | 69'356 | 69'356 | 59'986 CHF | 60'681 CHF | 91.93% | 91.93% |
14.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 66'141 | 66'141 | 40'783 CHF | 41'452 CHF | 99.72% | 99.72% |
13.11.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 70'321 | 70'321 | 49'118 CHF | 49'823 CHF | 99.93% | 99.93% |
12.11.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 160'000 | 160'000 | 70'282 | 70'282 | 49'419 CHF | 50'123 CHF | 99.92% | 99.92% |
11.11.2024 | 1.87% | 0.69 CHF | 0.70 CHF | 155'000 | 155'000 | 63'862 | 63'862 | 42'718 CHF | 43'414 CHF | 99.90% | 99.90% |
08.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 69'253 | 69'253 | 42'893 CHF | 43'587 CHF | 97.40% | 97.40% |
07.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 160'000 | 160'000 | 71'183 | 71'183 | 50'277 CHF | 50'990 CHF | 100.00% | 100.00% |