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 | 1.69% | 0.58 CHF | 0.59 CHF | 110'000 | 110'000 | 109'958 | 109'958 | 64'463 CHF | 65'563 CHF | 97.91% | 97.91% |
19.11.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 110'000 | 110'000 | 109'986 | 109'986 | 67'331 CHF | 68'431 CHF | 96.07% | 96.07% |
18.11.2024 | 1.70% | 0.64 CHF | 0.65 CHF | 110'000 | 110'000 | 109'969 | 109'969 | 64'389 CHF | 65'489 CHF | 96.78% | 96.78% |
15.11.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 110'000 | 110'000 | 109'966 | 109'966 | 64'067 CHF | 65'167 CHF | 97.07% | 97.07% |
14.11.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 110'000 | 110'000 | 109'976 | 109'976 | 67'160 CHF | 68'260 CHF | 95.13% | 95.13% |
13.11.2024 | 1.79% | 0.68 CHF | 0.69 CHF | 110'000 | 110'000 | 114'996 | 114'996 | 63'855 CHF | 65'005 CHF | 88.46% | 88.46% |
12.11.2024 | 1.20% | 0.67 CHF | 0.68 CHF | 110'000 | 110'000 | 109'091 | 109'091 | 90'262 CHF | 91'354 CHF | 94.22% | 94.22% |
11.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'962 | 99'962 | 89'891 CHF | 90'891 CHF | 98.06% | 98.06% |
08.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 107'753 | 107'753 | 90'620 CHF | 91'698 CHF | 96.11% | 96.11% |
07.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 110'000 | 110'000 | 101'210 | 101'210 | 86'855 CHF | 87'868 CHF | 96.70% | 96.70% |