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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.43% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'258 | 75'258 | 52'369 CHF | 53'122 CHF | 99.49% | 99.49% |
20.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 94'365 | 94'365 | 62'085 CHF | 63'028 CHF | 99.45% | 99.45% |
19.11.2024 | 1.57% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 96'803 | 96'803 | 61'134 CHF | 62'102 CHF | 97.64% | 97.64% |
18.11.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'009 CHF | 59'759 CHF | 99.28% | 99.28% |
15.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'680 CHF | 55'430 CHF | 99.31% | 99.31% |
14.11.2024 | 1.13% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'156 CHF | 66'906 CHF | 98.70% | 98.70% |
13.11.2024 | 1.23% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 67'120 | 67'120 | 54'564 CHF | 55'235 CHF | 99.46% | 99.46% |
12.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 31'470 CHF | 31'850 CHF | 98.97% | 98.97% |
11.11.2024 | 1.50% | 0.82 CHF | 0.83 CHF | 38'000 | 38'000 | 47'362 | 47'362 | 31'266 CHF | 31'739 CHF | 99.31% | 99.31% |
08.11.2024 | 1.99% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 57'273 | 57'273 | 28'481 CHF | 29'054 CHF | 99.41% | 99.41% |