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 | 1.57% | 0.71 CHF | 0.72 CHF | 165'000 | 165'000 | 72'211 | 72'211 | 47'464 CHF | 48'188 CHF | 99.57% | 99.57% |
19.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 160'000 | 160'000 | 71'491 | 71'491 | 48'260 CHF | 48'989 CHF | 99.18% | 99.18% |
18.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 170'000 | 170'000 | 75'918 | 75'918 | 57'393 CHF | 58'154 CHF | 99.90% | 99.90% |
15.11.2024 | 1.36% | 0.79 CHF | 0.80 CHF | 170'000 | 170'000 | 69'177 | 69'177 | 53'516 CHF | 54'209 CHF | 91.62% | 91.62% |
14.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 66'140 | 66'140 | 34'719 CHF | 35'388 CHF | 99.72% | 99.72% |
13.11.2024 | 1.62% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 70'324 | 70'324 | 42'711 CHF | 43'416 CHF | 99.93% | 99.93% |
12.11.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 160'000 | 160'000 | 70'309 | 70'309 | 43'077 CHF | 43'782 CHF | 99.86% | 99.86% |
11.11.2024 | 2.16% | 0.60 CHF | 0.61 CHF | 155'000 | 155'000 | 63'860 | 63'860 | 36'935 CHF | 37'630 CHF | 99.90% | 99.90% |
08.11.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 69'269 | 69'269 | 36'679 CHF | 37'373 CHF | 97.36% | 97.36% |
07.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 160'000 | 160'000 | 71'181 | 71'181 | 43'868 CHF | 44'581 CHF | 100.00% | 100.00% |