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 | 0.91% | 1.02 CHF | 1.03 CHF | 180'000 | 180'000 | 81'867 | 81'867 | 89'243 CHF | 90'065 CHF | 98.66% | 98.66% |
19.11.2024 | 0.99% | 1.10 CHF | 1.11 CHF | 180'000 | 180'000 | 85'588 | 85'588 | 88'057 CHF | 88'915 CHF | 99.18% | 99.18% |
18.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 180'000 | 180'000 | 84'044 | 84'044 | 95'615 CHF | 96'458 CHF | 99.19% | 99.19% |
15.11.2024 | 0.76% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 77'772 | 77'772 | 102'230 CHF | 103'014 CHF | 97.37% | 97.37% |
14.11.2024 | 0.64% | 1.50 CHF | 1.51 CHF | 170'000 | 170'000 | 70'421 | 70'421 | 111'228 CHF | 111'936 CHF | 98.22% | 98.22% |
13.11.2024 | 0.75% | 1.50 CHF | 1.51 CHF | 170'000 | 170'000 | 77'891 | 77'891 | 108'642 CHF | 109'425 CHF | 98.50% | 98.50% |
12.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 170'000 | 170'000 | 79'391 | 79'391 | 100'535 CHF | 101'331 CHF | 98.98% | 98.98% |
11.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 78'551 | 78'551 | 103'815 CHF | 104'604 CHF | 98.94% | 98.94% |
08.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 170'000 | 170'000 | 78'892 | 78'892 | 107'025 CHF | 107'817 CHF | 99.31% | 99.31% |
07.11.2024 | 0.80% | 1.42 CHF | 1.43 CHF | 180'000 | 180'000 | 82'630 | 82'630 | 110'513 CHF | 111'344 CHF | 98.67% | 98.67% |