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 | 0.65% | 1.61 CHF | 1.62 CHF | 150'000 | 150'000 | 67'514 | 67'514 | 106'245 CHF | 106'921 CHF | 99.90% | 99.90% |
19.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 152'000 | 152'000 | 67'626 | 67'626 | 106'284 CHF | 106'962 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 150'000 | 150'000 | 65'033 | 65'033 | 108'667 CHF | 109'319 CHF | 99.63% | 99.63% |
15.11.2024 | 0.70% | 1.63 CHF | 1.64 CHF | 150'000 | 150'000 | 49'861 | 49'861 | 77'092 CHF | 77'592 CHF | 98.89% | 98.89% |
14.11.2024 | 1.35% | 1.52 CHF | 1.53 CHF | 152'000 | 152'000 | 50'876 | 50'876 | 75'959 CHF | 76'533 CHF | 95.00% | 95.00% |
13.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 168'000 | 168'000 | 73'777 | 73'777 | 80'130 CHF | 80'869 CHF | 98.29% | 99.78% |
12.11.2024 | - | 1.04 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 170'000 | 170'000 | 76'292 | 76'292 | 78'366 CHF | 79'130 CHF | 99.90% | 99.90% |
08.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 174'000 | 174'000 | 77'341 | 77'341 | 75'416 CHF | 76'191 CHF | 99.30% | 100.00% |
07.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 174'000 | 174'000 | 77'458 | 77'458 | 76'852 CHF | 77'628 CHF | 99.85% | 99.85% |