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 | 1.20% | 0.82 CHF | 0.83 CHF | 190'000 | 190'000 | 71'302 | 71'302 | 59'869 CHF | 60'584 CHF | 99.73% | 99.73% |
19.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 72'320 | 72'320 | 58'881 CHF | 59'606 CHF | 99.29% | 99.29% |
18.11.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 73'305 | 73'305 | 58'912 CHF | 59'647 CHF | 99.19% | 99.19% |
15.11.2024 | 1.17% | 0.80 CHF | 0.81 CHF | 190'000 | 190'000 | 70'773 | 70'773 | 60'279 CHF | 60'988 CHF | 99.11% | 99.11% |
14.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 190'000 | 190'000 | 68'053 | 68'053 | 67'285 CHF | 67'968 CHF | 99.06% | 99.06% |
13.11.2024 | 0.95% | 0.97 CHF | 0.98 CHF | 180'000 | 180'000 | 67'573 | 67'573 | 70'814 CHF | 71'492 CHF | 99.17% | 99.17% |
12.11.2024 | 0.86% | 1.06 CHF | 1.07 CHF | 180'000 | 180'000 | 61'317 | 61'317 | 69'365 CHF | 69'981 CHF | 97.77% | 97.77% |
11.11.2024 | 0.74% | 1.28 CHF | 1.29 CHF | 170'000 | 170'000 | 62'891 | 62'891 | 83'952 CHF | 84'583 CHF | 98.60% | 98.60% |
08.11.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 160'000 | 160'000 | 60'182 | 60'182 | 86'834 CHF | 87'439 CHF | 99.24% | 99.24% |
07.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 160'000 | 160'000 | 61'365 | 61'365 | 90'248 CHF | 90'865 CHF | 98.65% | 98.65% |