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 | 1.43% | 0.74 CHF | 0.75 CHF | 270'000 | 270'000 | 118'995 | 118'995 | 85'313 CHF | 86'508 CHF | 99.57% | 99.57% |
19.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 270'000 | 270'000 | 120'323 | 120'323 | 86'241 CHF | 87'448 CHF | 99.22% | 99.22% |
18.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 270'000 | 270'000 | 115'812 | 115'812 | 88'689 CHF | 89'853 CHF | 98.15% | 98.15% |
15.11.2024 | 1.56% | 0.74 CHF | 0.75 CHF | 270'000 | 270'000 | 90'089 | 90'089 | 63'066 CHF | 63'972 CHF | 97.60% | 97.60% |
14.11.2024 | 3.45% | 0.69 CHF | 0.70 CHF | 270'000 | 270'000 | 108'926 | 108'926 | 71'435 CHF | 72'824 CHF | 58.13% | 86.67% |
13.11.2024 | 2.14% | 0.49 CHF | 0.50 CHF | 300'000 | 300'000 | 135'131 | 135'131 | 64'259 CHF | 65'616 CHF | 99.60% | 99.60% |
12.11.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 310'000 | 310'000 | 135'179 | 135'179 | 62'418 CHF | 63'775 CHF | 99.97% | 99.97% |
11.11.2024 | 2.31% | 0.46 CHF | 0.47 CHF | 310'000 | 310'000 | 139'433 | 139'433 | 62'293 CHF | 63'694 CHF | 99.90% | 99.90% |
08.11.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 310'000 | 310'000 | 140'575 | 140'575 | 59'267 CHF | 60'677 CHF | 99.70% | 99.70% |
07.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 320'000 | 320'000 | 141'427 | 141'427 | 61'014 CHF | 62'434 CHF | 99.73% | 99.73% |