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 | 1.40% | 0.73 CHF | 0.74 CHF | 220'000 | 220'000 | 99'661 | 99'661 | 72'264 CHF | 73'262 CHF | 97.90% | 97.90% |
19.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 230'000 | 230'000 | 102'385 | 102'385 | 72'329 CHF | 73'357 CHF | 97.21% | 97.21% |
18.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 99'263 | 99'263 | 75'858 CHF | 76'853 CHF | 99.03% | 99.03% |
15.11.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 220'000 | 220'000 | 99'448 | 99'448 | 74'540 CHF | 75'536 CHF | 98.68% | 98.68% |
14.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 210'000 | 210'000 | 97'413 | 97'413 | 77'082 CHF | 78'059 CHF | 97.23% | 97.23% |
13.11.2024 | 1.34% | 0.79 CHF | 0.80 CHF | 210'000 | 210'000 | 96'294 | 96'294 | 74'147 CHF | 75'114 CHF | 98.00% | 98.00% |
12.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 97'761 | 97'761 | 75'127 CHF | 76'111 CHF | 96.26% | 96.26% |
11.11.2024 | 1.44% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 98'433 | 98'433 | 71'884 CHF | 72'876 CHF | 97.72% | 97.72% |
08.11.2024 | 1.58% | 0.68 CHF | 0.69 CHF | 230'000 | 230'000 | 104'455 | 104'455 | 68'592 CHF | 69'642 CHF | 92.13% | 92.13% |
07.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 230'000 | 230'000 | 100'785 | 100'785 | 66'704 CHF | 67'717 CHF | 98.38% | 98.38% |