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 | 1.36% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'797 | 75'797 | 55'197 CHF | 55'955 CHF | 98.58% | 98.58% |
19.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'042 CHF | 62'792 CHF | 99.15% | 99.15% |
18.11.2024 | 1.36% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'308 | 75'308 | 55'418 CHF | 56'171 CHF | 97.43% | 97.43% |
15.11.2024 | 1.91% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 106'352 | 106'352 | 55'446 CHF | 56'510 CHF | 99.26% | 99.26% |
14.11.2024 | 2.76% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 146'161 | 146'161 | 52'153 CHF | 53'615 CHF | 97.49% | 97.49% |
13.11.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 137'868 | 137'867 | 47'776 CHF | 49'155 CHF | 98.66% | 98.66% |
12.11.2024 | 3.08% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 84'886 | 84'889 | 27'151 CHF | 28'001 CHF | 98.90% | 98.90% |
11.11.2024 | 3.25% | 0.28 CHF | 0.29 CHF | 88'000 | 88'000 | 88'502 | 88'502 | 26'851 CHF | 27'736 CHF | 99.10% | 99.10% |
08.11.2024 | 2.61% | 0.31 CHF | 0.32 CHF | 88'000 | 88'000 | 73'349 | 73'349 | 27'730 CHF | 28'464 CHF | 99.49% | 99.49% |
07.11.2024 | 2.03% | 0.43 CHF | 0.44 CHF | 63'000 | 63'000 | 57'928 | 57'928 | 28'136 CHF | 28'715 CHF | 98.98% | 98.98% |