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 | 1.47% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 73'168 | 73'168 | 50'246 CHF | 50'979 CHF | 99.48% | 99.48% |
19.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 210'000 | 210'000 | 83'010 | 83'010 | 55'077 CHF | 55'909 CHF | 99.71% | 99.71% |
18.11.2024 | 1.55% | 0.68 CHF | 0.69 CHF | 210'000 | 210'000 | 83'030 | 83'030 | 54'280 CHF | 55'112 CHF | 99.28% | 99.28% |
15.11.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 72'844 | 72'844 | 50'898 CHF | 51'628 CHF | 99.03% | 99.03% |
14.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 190'000 | 190'000 | 68'863 | 68'863 | 57'234 CHF | 57'926 CHF | 99.33% | 99.33% |
13.11.2024 | 1.12% | 0.81 CHF | 0.82 CHF | 190'000 | 190'000 | 68'667 | 68'667 | 60'996 CHF | 61'686 CHF | 99.40% | 99.40% |
12.11.2024 | 1.00% | 0.90 CHF | 0.91 CHF | 180'000 | 180'000 | 65'306 | 65'306 | 63'358 CHF | 64'013 CHF | 97.95% | 97.95% |
11.11.2024 | 0.85% | 1.11 CHF | 1.12 CHF | 170'000 | 170'000 | 62'879 | 62'879 | 73'500 CHF | 74'131 CHF | 98.75% | 98.75% |
08.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 160'000 | 160'000 | 60'114 | 60'114 | 76'743 CHF | 77'346 CHF | 99.43% | 99.43% |
07.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 160'000 | 160'000 | 62'031 | 62'031 | 80'933 CHF | 81'557 CHF | 98.97% | 98.97% |