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% | 0.66 CHF | 0.67 CHF | 230'000 | 230'000 | 102'880 | 102'880 | 66'859 CHF | 67'889 CHF | 99.90% | 99.90% |
19.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 230'000 | 230'000 | 95'356 | 95'356 | 58'879 CHF | 59'834 CHF | 100.00% | 100.00% |
18.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 225'000 | 225'000 | 102'723 | 102'723 | 65'784 CHF | 66'813 CHF | 99.90% | 99.90% |
15.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 225'000 | 225'000 | 92'060 | 92'060 | 58'160 CHF | 59'082 CHF | 100.00% | 100.00% |
14.11.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 225'000 | 225'000 | 100'764 | 100'764 | 63'837 CHF | 64'847 CHF | 100.00% | 100.00% |
13.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 230'000 | 230'000 | 103'565 | 103'565 | 68'408 CHF | 69'447 CHF | 98.76% | 99.94% |
12.11.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 230'000 | 230'000 | 101'322 | 101'322 | 63'474 CHF | 64'490 CHF | 100.00% | 100.00% |
11.11.2024 | 4.36% | 0.61 CHF | 0.62 CHF | 225'000 | 225'000 | 56'507 | 56'507 | 35'936 CHF | 37'445 CHF | 99.57% | 99.57% |
08.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 235'000 | 235'000 | 106'759 | 106'759 | 72'458 CHF | 73'528 CHF | 98.52% | 98.52% |
07.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 240'000 | 240'000 | 106'168 | 106'168 | 72'629 CHF | 73'692 CHF | 100.00% | 100.00% |