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 | 1.18% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'069 CHF | 63'819 CHF | 98.62% | 98.62% |
19.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'955 CHF | 70'705 CHF | 99.03% | 99.03% |
18.11.2024 | 1.18% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 74'738 | 74'738 | 63'013 CHF | 63'760 CHF | 99.36% | 99.36% |
15.11.2024 | 1.57% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 94'847 | 94'847 | 59'785 CHF | 60'734 CHF | 99.28% | 99.28% |
14.11.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 119'779 | 119'781 | 57'671 CHF | 58'871 CHF | 98.47% | 98.47% |
13.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 111'837 | 111'837 | 51'541 CHF | 52'659 CHF | 99.31% | 99.31% |
12.11.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 27'225 CHF | 27'855 CHF | 99.08% | 99.08% |
11.11.2024 | 2.39% | 0.39 CHF | 0.40 CHF | 63'000 | 63'000 | 63'733 | 63'700 | 26'321 CHF | 26'945 CHF | 99.22% | 99.22% |
08.11.2024 | 2.04% | 0.42 CHF | 0.43 CHF | 63'000 | 63'000 | 54'372 | 54'372 | 26'366 CHF | 26'910 CHF | 99.42% | 99.42% |
07.11.2024 | 1.70% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'164 CHF | 29'664 CHF | 98.73% | 98.73% |