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 | 1.05% | 0.94 CHF | 0.95 CHF | 174'000 | 174'000 | 63'978 | 63'978 | 61'558 CHF | 62'199 CHF | 99.83% | 99.83% |
19.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 176'000 | 176'000 | 65'014 | 65'014 | 60'732 CHF | 61'383 CHF | 100.00% | 100.00% |
18.11.2024 | 1.10% | 0.96 CHF | 0.97 CHF | 174'000 | 174'000 | 65'047 | 65'047 | 59'773 CHF | 60'425 CHF | 99.91% | 99.91% |
15.11.2024 | 1.03% | 0.91 CHF | 0.92 CHF | 174'000 | 174'000 | 63'569 | 63'569 | 61'805 CHF | 62'442 CHF | 99.47% | 99.47% |
14.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 168'000 | 168'000 | 60'703 | 60'703 | 67'819 CHF | 68'427 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 1.10 CHF | 1.11 CHF | 168'000 | 168'000 | 60'937 | 60'937 | 71'616 CHF | 72'227 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 1.19 CHF | 1.20 CHF | 166'000 | 166'000 | 58'124 | 58'124 | 73'337 CHF | 73'919 CHF | 99.44% | 99.44% |
11.11.2024 | 0.67% | 1.42 CHF | 1.43 CHF | 158'000 | 158'000 | 57'803 | 57'803 | 85'225 CHF | 85'804 CHF | 99.89% | 99.89% |
08.11.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 152'000 | 152'000 | 56'115 | 56'115 | 89'069 CHF | 89'631 CHF | 100.00% | 100.00% |
07.11.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 152'000 | 152'000 | 56'493 | 56'493 | 90'996 CHF | 91'563 CHF | 99.76% | 99.76% |