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 | 1.84% | 0.53 CHF | 0.54 CHF | 220'000 | 220'000 | 85'442 | 85'442 | 46'693 CHF | 47'549 CHF | 99.75% | 99.75% |
19.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 230'000 | 230'000 | 86'452 | 86'452 | 45'332 CHF | 46'198 CHF | 99.43% | 99.43% |
18.11.2024 | 1.95% | 0.54 CHF | 0.55 CHF | 230'000 | 230'000 | 88'664 | 88'664 | 45'822 CHF | 46'710 CHF | 99.35% | 99.35% |
15.11.2024 | 1.77% | 0.51 CHF | 0.52 CHF | 220'000 | 220'000 | 84'959 | 84'959 | 47'571 CHF | 48'423 CHF | 99.19% | 99.19% |
14.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 210'000 | 210'000 | 80'088 | 80'088 | 54'671 CHF | 55'475 CHF | 99.22% | 99.22% |
13.11.2024 | 1.34% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 70'706 | 70'706 | 52'167 CHF | 52'877 CHF | 99.30% | 99.30% |
12.11.2024 | 1.18% | 0.75 CHF | 0.76 CHF | 180'000 | 180'000 | 65'557 | 65'557 | 53'510 CHF | 54'168 CHF | 98.38% | 98.38% |
11.11.2024 | 0.98% | 0.95 CHF | 0.96 CHF | 170'000 | 170'000 | 63'037 | 63'037 | 63'540 CHF | 64'173 CHF | 98.83% | 98.83% |
08.11.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 170'000 | 170'000 | 62'239 | 62'239 | 69'361 CHF | 69'986 CHF | 99.47% | 99.47% |
07.11.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 170'000 | 170'000 | 63'901 | 63'901 | 73'082 CHF | 73'725 CHF | 99.39% | 99.39% |