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 | 0.59% | 1.75 CHF | 1.76 CHF | 150'000 | 150'000 | 67'521 | 67'521 | 115'482 CHF | 116'159 CHF | 99.91% | 99.91% |
19.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 152'000 | 152'000 | 67'626 | 67'626 | 115'460 CHF | 116'138 CHF | 100.00% | 100.00% |
18.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150'000 | 150'000 | 65'043 | 65'043 | 117'516 CHF | 118'167 CHF | 99.64% | 99.64% |
15.11.2024 | 0.64% | 1.77 CHF | 1.78 CHF | 150'000 | 150'000 | 49'865 | 49'865 | 83'923 CHF | 84'423 CHF | 98.90% | 98.90% |
14.11.2024 | 1.22% | 1.66 CHF | 1.67 CHF | 152'000 | 152'000 | 50'880 | 50'880 | 82'895 CHF | 83'469 CHF | 95.01% | 95.01% |
13.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 168'000 | 168'000 | 75'200 | 75'200 | 91'837 CHF | 92'590 CHF | 99.78% | 99.78% |
12.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 75'478 | 75'478 | 90'058 CHF | 90'814 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 76'292 | 76'292 | 88'614 CHF | 89'379 CHF | 99.90% | 99.90% |
08.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 174'000 | 174'000 | 78'033 | 78'033 | 86'464 CHF | 87'246 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 174'000 | 174'000 | 77'459 | 77'459 | 87'245 CHF | 88'021 CHF | 99.86% | 99.86% |