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 | 1.32% | 0.72 CHF | 0.73 CHF | 350'000 | 350'000 | 155'378 | 155'378 | 117'084 CHF | 118'643 CHF | 97.54% | 97.54% |
19.11.2024 | 1.40% | 0.76 CHF | 0.77 CHF | 350'000 | 350'000 | 154'962 | 154'962 | 111'794 CHF | 113'349 CHF | 97.67% | 97.67% |
18.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 350'000 | 350'000 | 156'112 | 156'112 | 121'198 CHF | 122'762 CHF | 98.66% | 98.66% |
15.11.2024 | 1.15% | 0.79 CHF | 0.80 CHF | 340'000 | 340'000 | 146'874 | 146'874 | 127'481 CHF | 128'962 CHF | 96.01% | 96.01% |
14.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 330'000 | 330'000 | 136'052 | 136'052 | 136'727 CHF | 138'094 CHF | 96.61% | 96.61% |
13.11.2024 | 1.14% | 0.96 CHF | 0.97 CHF | 330'000 | 330'000 | 147'603 | 147'603 | 134'319 CHF | 135'802 CHF | 97.58% | 97.58% |
12.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 340'000 | 340'000 | 152'493 | 152'493 | 128'703 CHF | 130'232 CHF | 97.99% | 97.99% |
11.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 340'000 | 340'000 | 151'190 | 151'190 | 131'719 CHF | 133'236 CHF | 98.16% | 98.16% |
08.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 340'000 | 340'000 | 152'281 | 152'281 | 134'994 CHF | 136'523 CHF | 98.78% | 98.78% |
07.11.2024 | 1.20% | 0.92 CHF | 0.93 CHF | 340'000 | 340'000 | 151'181 | 151'181 | 132'486 CHF | 134'005 CHF | 98.06% | 98.06% |