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 | 1.01% | 0.98 CHF | 0.99 CHF | 190'000 | 190'000 | 70'697 | 70'697 | 70'847 CHF | 71'555 CHF | 99.77% | 99.77% |
19.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 190'000 | 190'000 | 71'162 | 71'162 | 69'386 CHF | 70'099 CHF | 99.78% | 99.78% |
18.11.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 190'000 | 190'000 | 71'336 | 71'336 | 68'708 CHF | 69'422 CHF | 99.43% | 99.43% |
15.11.2024 | 0.99% | 0.96 CHF | 0.97 CHF | 190'000 | 190'000 | 70'262 | 70'262 | 71'193 CHF | 71'897 CHF | 99.23% | 99.23% |
14.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 180'000 | 180'000 | 66'747 | 66'747 | 77'062 CHF | 77'732 CHF | 99.56% | 99.56% |
13.11.2024 | 0.83% | 1.13 CHF | 1.14 CHF | 180'000 | 180'000 | 67'933 | 67'933 | 82'403 CHF | 83'085 CHF | 99.52% | 99.52% |
12.11.2024 | 0.76% | 1.22 CHF | 1.23 CHF | 170'000 | 170'000 | 61'081 | 61'081 | 79'303 CHF | 79'916 CHF | 98.42% | 98.42% |
11.11.2024 | 0.66% | 1.44 CHF | 1.45 CHF | 160'000 | 160'000 | 60'887 | 60'887 | 91'709 CHF | 92'320 CHF | 98.61% | 98.61% |
08.11.2024 | 0.64% | 1.64 CHF | 1.65 CHF | 160'000 | 160'000 | 60'136 | 60'136 | 96'945 CHF | 97'549 CHF | 99.58% | 99.58% |
07.11.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 160'000 | 160'000 | 61'766 | 61'766 | 101'215 CHF | 101'836 CHF | 99.09% | 99.09% |