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 | 1.28% | 0.85 CHF | 0.86 CHF | 165'000 | 165'000 | 72'208 | 72'208 | 57'922 CHF | 58'646 CHF | 99.57% | 99.57% |
19.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 160'000 | 160'000 | 71'489 | 71'489 | 58'510 CHF | 59'238 CHF | 99.17% | 99.17% |
18.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 170'000 | 170'000 | 75'916 | 75'916 | 68'334 CHF | 69'094 CHF | 99.90% | 99.90% |
15.11.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 170'000 | 170'000 | 69'357 | 69'357 | 63'692 CHF | 64'387 CHF | 91.93% | 91.93% |
14.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 150'000 | 150'000 | 66'142 | 66'142 | 44'208 CHF | 44'878 CHF | 99.72% | 99.72% |
13.11.2024 | 1.32% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 70'319 | 70'319 | 52'776 CHF | 53'480 CHF | 99.92% | 99.92% |
12.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 160'000 | 160'000 | 70'305 | 70'305 | 53'167 CHF | 53'871 CHF | 99.86% | 99.86% |
11.11.2024 | 1.73% | 0.74 CHF | 0.75 CHF | 155'000 | 155'000 | 63'860 | 63'860 | 46'048 CHF | 46'744 CHF | 99.90% | 99.90% |
08.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 69'287 | 69'287 | 46'524 CHF | 47'219 CHF | 97.38% | 97.38% |
07.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 160'000 | 160'000 | 71'181 | 71'181 | 53'981 CHF | 54'695 CHF | 100.00% | 100.00% |