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% | 1.77 CHF | 1.78 CHF | 150'000 | 150'000 | 67'518 | 67'518 | 117'013 CHF | 117'690 CHF | 99.91% | 99.91% |
19.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 152'000 | 152'000 | 67'625 | 67'625 | 116'959 CHF | 117'636 CHF | 100.00% | 100.00% |
18.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 150'000 | 150'000 | 65'040 | 65'040 | 119'046 CHF | 119'697 CHF | 99.64% | 99.64% |
15.11.2024 | 0.63% | 1.79 CHF | 1.80 CHF | 150'000 | 150'000 | 49'864 | 49'864 | 85'034 CHF | 85'534 CHF | 98.89% | 98.89% |
14.11.2024 | 1.21% | 1.68 CHF | 1.69 CHF | 152'000 | 152'000 | 50'950 | 50'950 | 84'172 CHF | 84'746 CHF | 95.10% | 95.10% |
13.11.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 168'000 | 168'000 | 75'200 | 75'200 | 93'371 CHF | 94'125 CHF | 99.78% | 99.78% |
12.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 170'000 | 170'000 | 75'478 | 75'478 | 91'533 CHF | 92'289 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 170'000 | 170'000 | 76'290 | 76'290 | 90'099 CHF | 90'863 CHF | 99.90% | 99.90% |
08.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 174'000 | 174'000 | 78'033 | 78'033 | 87'950 CHF | 88'732 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 174'000 | 174'000 | 77'459 | 77'459 | 88'740 CHF | 89'516 CHF | 99.85% | 99.85% |