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 | 1.15% | 0.85 CHF | 0.86 CHF | 174'000 | 174'000 | 63'976 | 63'976 | 56'068 CHF | 56'710 CHF | 99.82% | 99.82% |
19.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 176'000 | 176'000 | 65'008 | 65'008 | 55'204 CHF | 55'856 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 0.87 CHF | 0.88 CHF | 174'000 | 174'000 | 65'046 | 65'046 | 54'187 CHF | 54'839 CHF | 99.91% | 99.91% |
15.11.2024 | 1.12% | 0.83 CHF | 0.84 CHF | 174'000 | 174'000 | 63'569 | 63'569 | 56'349 CHF | 56'986 CHF | 99.47% | 99.47% |
14.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 168'000 | 168'000 | 60'701 | 60'701 | 62'684 CHF | 63'292 CHF | 100.00% | 100.00% |
13.11.2024 | 0.91% | 1.01 CHF | 1.02 CHF | 168'000 | 168'000 | 60'936 | 60'936 | 66'480 CHF | 67'090 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 1.10 CHF | 1.11 CHF | 166'000 | 166'000 | 58'097 | 58'097 | 68'430 CHF | 69'012 CHF | 99.47% | 99.47% |
11.11.2024 | 0.71% | 1.33 CHF | 1.34 CHF | 158'000 | 158'000 | 57'802 | 57'802 | 80'447 CHF | 81'026 CHF | 99.89% | 99.89% |
08.11.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 152'000 | 152'000 | 56'117 | 56'117 | 84'501 CHF | 85'063 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 152'000 | 152'000 | 56'495 | 56'495 | 86'407 CHF | 86'974 CHF | 99.76% | 99.76% |