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 | 1.51% | 0.63 CHF | 0.64 CHF | 270'000 | 270'000 | 134'078 | 134'078 | 88'647 CHF | 89'990 CHF | 98.40% | 98.40% |
19.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 280'000 | 280'000 | 136'660 | 136'660 | 88'775 CHF | 90'144 CHF | 98.76% | 98.76% |
18.11.2024 | 1.60% | 0.69 CHF | 0.70 CHF | 280'000 | 280'000 | 132'164 | 132'164 | 85'045 CHF | 86'368 CHF | 97.35% | 97.35% |
15.11.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 280'000 | 280'000 | 135'567 | 135'567 | 84'661 CHF | 86'019 CHF | 98.44% | 98.44% |
14.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 270'000 | 270'000 | 130'783 | 130'783 | 91'718 CHF | 93'031 CHF | 98.20% | 98.20% |
13.11.2024 | 1.59% | 0.73 CHF | 0.74 CHF | 270'000 | 270'000 | 112'848 | 112'848 | 85'078 CHF | 86'440 CHF | 98.24% | 98.24% |
12.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 260'000 | 260'000 | 121'630 | 121'630 | 98'738 CHF | 99'958 CHF | 98.12% | 98.12% |
11.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 260'000 | 260'000 | 121'378 | 121'378 | 102'301 CHF | 103'518 CHF | 97.98% | 97.98% |
08.11.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 250'000 | 250'000 | 119'044 | 119'044 | 105'637 CHF | 106'831 CHF | 98.13% | 98.13% |
07.11.2024 | 1.24% | 0.86 CHF | 0.87 CHF | 260'000 | 260'000 | 124'382 | 124'382 | 104'098 CHF | 105'350 CHF | 98.30% | 98.30% |