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% | 0.55 CHF | 0.56 CHF | 220'000 | 220'000 | 101'098 | 101'098 | 55'886 CHF | 56'899 CHF | 99.29% | 99.29% |
19.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 230'000 | 230'000 | 101'939 | 101'939 | 54'355 CHF | 55'380 CHF | 99.98% | 99.98% |
18.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 220'000 | 220'000 | 99'984 | 99'984 | 58'999 CHF | 60'001 CHF | 99.78% | 99.78% |
15.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 220'000 | 220'000 | 100'399 | 100'399 | 57'853 CHF | 58'859 CHF | 99.70% | 99.70% |
14.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 210'000 | 210'000 | 98'218 | 98'218 | 60'602 CHF | 61'588 CHF | 98.38% | 98.38% |
13.11.2024 | 1.72% | 0.62 CHF | 0.63 CHF | 210'000 | 210'000 | 97'787 | 97'787 | 58'474 CHF | 59'457 CHF | 99.88% | 99.88% |
12.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 220'000 | 220'000 | 101'633 | 101'633 | 60'306 CHF | 61'327 CHF | 80.00% | 80.00% |
11.11.2024 | 1.90% | 0.59 CHF | 0.60 CHF | 220'000 | 220'000 | 99'031 | 99'031 | 54'990 CHF | 55'987 CHF | 94.18% | 94.18% |
08.11.2024 | 2.16% | 0.50 CHF | 0.51 CHF | 230'000 | 230'000 | 102'336 | 102'336 | 49'210 CHF | 50'239 CHF | 95.51% | 95.51% |
07.11.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 230'000 | 230'000 | 101'285 | 101'285 | 49'321 CHF | 50'338 CHF | 98.90% | 98.90% |