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 | 1.58% | 0.69 CHF | 0.70 CHF | 70'000 | 70'000 | 40'298 | 40'298 | 26'439 CHF | 26'844 CHF | 99.90% | 99.90% |
19.11.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 70'000 | 70'000 | 40'363 | 40'363 | 25'227 CHF | 25'633 CHF | 98.91% | 98.91% |
18.11.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 70'000 | 70'000 | 40'264 | 40'264 | 21'957 CHF | 22'362 CHF | 99.59% | 99.59% |
15.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 70'000 | 70'000 | 40'238 | 40'238 | 20'863 CHF | 21'268 CHF | 99.89% | 99.89% |
14.11.2024 | 2.14% | 0.53 CHF | 0.54 CHF | 70'000 | 70'000 | 39'179 | 39'179 | 19'157 CHF | 19'551 CHF | 98.81% | 98.81% |
13.11.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 70'000 | 70'000 | 40'296 | 40'296 | 22'213 CHF | 22'618 CHF | 100.00% | 100.00% |
12.11.2024 | 2.48% | 0.56 CHF | 0.57 CHF | 70'000 | 70'000 | 37'509 | 37'509 | 20'906 CHF | 21'375 CHF | 99.57% | 99.57% |
11.11.2024 | 1.50% | 0.61 CHF | 0.62 CHF | 70'000 | 70'000 | 39'956 | 39'956 | 27'285 CHF | 27'690 CHF | 99.93% | 99.93% |
08.11.2024 | 2.55% | 0.76 CHF | 0.77 CHF | 70'000 | 70'000 | 27'566 | 27'566 | 20'819 CHF | 21'123 CHF | 98.37% | 98.37% |
07.11.2024 | 1.93% | 0.79 CHF | 0.80 CHF | 70'000 | 70'000 | 33'410 | 33'410 | 25'618 CHF | 26'043 CHF | 98.22% | 98.22% |