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 | 0.87% | 1.15 CHF | 1.16 CHF | 180'000 | 180'000 | 68'441 | 68'441 | 80'095 CHF | 80'781 CHF | 99.38% | 99.38% |
19.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 180'000 | 180'000 | 68'867 | 68'867 | 78'711 CHF | 79'401 CHF | 99.61% | 99.61% |
18.11.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 180'000 | 180'000 | 70'105 | 70'105 | 79'190 CHF | 79'892 CHF | 99.11% | 99.11% |
15.11.2024 | 0.85% | 1.12 CHF | 1.13 CHF | 180'000 | 180'000 | 68'305 | 68'305 | 80'733 CHF | 81'418 CHF | 98.83% | 98.83% |
14.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 180'000 | 180'000 | 65'817 | 65'817 | 87'164 CHF | 87'825 CHF | 99.35% | 99.35% |
13.11.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 180'000 | 180'000 | 64'380 | 64'380 | 88'968 CHF | 89'615 CHF | 98.67% | 98.67% |
12.11.2024 | 0.67% | 1.39 CHF | 1.40 CHF | 170'000 | 170'000 | 60'477 | 60'477 | 88'880 CHF | 89'487 CHF | 97.34% | 97.34% |
11.11.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 160'000 | 160'000 | 60'721 | 60'721 | 101'872 CHF | 102'481 CHF | 98.61% | 98.61% |
08.11.2024 | 0.58% | 1.81 CHF | 1.82 CHF | 160'000 | 160'000 | 60'025 | 60'025 | 107'009 CHF | 107'612 CHF | 99.06% | 99.06% |
07.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 160'000 | 160'000 | 61'097 | 61'097 | 110'555 CHF | 111'170 CHF | 98.24% | 98.24% |