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 | 0.61% | 1.69 CHF | 1.70 CHF | 210'000 | 210'000 | 86'946 | 86'946 | 147'659 CHF | 148'535 CHF | 99.37% | 99.37% |
19.11.2024 | 0.63% | 1.67 CHF | 1.68 CHF | 210'000 | 210'000 | 89'263 | 89'263 | 145'799 CHF | 146'693 CHF | 99.39% | 99.39% |
18.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 210'000 | 210'000 | 86'576 | 86'576 | 139'180 CHF | 140'047 CHF | 99.40% | 99.40% |
15.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 210'000 | 210'000 | 80'203 | 80'203 | 136'069 CHF | 136'873 CHF | 98.39% | 98.39% |
14.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 200'000 | 200'000 | 79'584 | 79'584 | 143'738 CHF | 144'538 CHF | 99.52% | 99.52% |
13.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 210'000 | 210'000 | 78'022 | 78'022 | 142'168 CHF | 142'952 CHF | 99.27% | 99.27% |
12.11.2024 | 0.73% | 1.86 CHF | 1.87 CHF | 200'000 | 200'000 | 72'968 | 72'968 | 137'611 CHF | 138'358 CHF | 95.24% | 98.98% |
11.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 200'000 | 200'000 | 75'410 | 75'410 | 147'524 CHF | 148'281 CHF | 98.92% | 98.92% |
08.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 190'000 | 190'000 | 73'218 | 73'218 | 147'370 CHF | 148'106 CHF | 99.23% | 99.23% |
07.11.2024 | 1.01% | 2.10 CHF | 2.11 CHF | 190'000 | 190'000 | 62'128 | 62'128 | 122'337 CHF | 123'195 CHF | 95.88% | 95.88% |