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 | 1.46% | 0.75 CHF | 0.76 CHF | 165'000 | 165'000 | 72'207 | 72'207 | 50'745 CHF | 51'469 CHF | 99.57% | 99.57% |
19.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 160'000 | 160'000 | 71'489 | 71'489 | 51'450 CHF | 52'178 CHF | 99.21% | 99.21% |
18.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 170'000 | 170'000 | 75'913 | 75'913 | 60'838 CHF | 61'599 CHF | 99.90% | 99.90% |
15.11.2024 | 1.28% | 0.83 CHF | 0.84 CHF | 170'000 | 170'000 | 69'356 | 69'356 | 56'803 CHF | 57'498 CHF | 91.93% | 91.93% |
14.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 66'141 | 66'141 | 37'632 CHF | 38'302 CHF | 99.72% | 99.72% |
13.11.2024 | 1.52% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 70'322 | 70'322 | 45'849 CHF | 46'553 CHF | 99.93% | 99.93% |
12.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 160'000 | 160'000 | 70'292 | 70'292 | 46'240 CHF | 46'944 CHF | 99.90% | 99.90% |
11.11.2024 | 2.00% | 0.64 CHF | 0.65 CHF | 155'000 | 155'000 | 63'858 | 63'858 | 39'777 CHF | 40'472 CHF | 99.90% | 99.90% |
08.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 69'288 | 69'288 | 39'774 CHF | 40'468 CHF | 97.38% | 97.38% |
07.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 160'000 | 160'000 | 71'181 | 71'181 | 47'017 CHF | 47'730 CHF | 100.00% | 100.00% |