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 | 0.55% | 1.89 CHF | 1.90 CHF | 150'000 | 150'000 | 67'518 | 67'518 | 124'585 CHF | 125'262 CHF | 99.90% | 99.90% |
19.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 152'000 | 152'000 | 67'626 | 67'626 | 124'574 CHF | 125'252 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 150'000 | 150'000 | 65'033 | 65'033 | 126'318 CHF | 126'969 CHF | 99.63% | 99.63% |
15.11.2024 | 0.59% | 1.90 CHF | 1.91 CHF | 150'000 | 150'000 | 49'861 | 49'861 | 90'659 CHF | 91'159 CHF | 98.89% | 98.89% |
14.11.2024 | 1.12% | 1.79 CHF | 1.80 CHF | 152'000 | 152'000 | 50'871 | 50'871 | 89'778 CHF | 90'352 CHF | 95.00% | 95.00% |
13.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 168'000 | 168'000 | 75'201 | 75'201 | 101'935 CHF | 102'689 CHF | 99.78% | 99.78% |
12.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 170'000 | 170'000 | 75'479 | 75'479 | 100'161 CHF | 100'917 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 170'000 | 170'000 | 76'291 | 76'291 | 98'861 CHF | 99'625 CHF | 99.90% | 99.90% |
08.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 174'000 | 174'000 | 78'033 | 78'033 | 96'830 CHF | 97'612 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 174'000 | 174'000 | 77'459 | 77'459 | 97'570 CHF | 98'346 CHF | 99.85% | 99.85% |