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 | 1.41% | 0.69 CHF | 0.70 CHF | 174'000 | 174'000 | 63'976 | 63'976 | 45'695 CHF | 46'336 CHF | 99.83% | 99.83% |
19.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 176'000 | 176'000 | 65'009 | 65'009 | 44'661 CHF | 45'312 CHF | 100.00% | 100.00% |
18.11.2024 | 1.51% | 0.71 CHF | 0.72 CHF | 174'000 | 174'000 | 65'046 | 65'046 | 43'627 CHF | 44'278 CHF | 99.91% | 99.91% |
15.11.2024 | 1.37% | 0.67 CHF | 0.68 CHF | 174'000 | 174'000 | 63'570 | 63'570 | 45'987 CHF | 46'624 CHF | 99.47% | 99.47% |
14.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 168'000 | 168'000 | 60'704 | 60'704 | 52'783 CHF | 53'391 CHF | 100.00% | 100.00% |
13.11.2024 | 1.06% | 0.85 CHF | 0.86 CHF | 168'000 | 168'000 | 60'938 | 60'938 | 56'619 CHF | 57'229 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 0.94 CHF | 0.95 CHF | 166'000 | 166'000 | 58'111 | 58'111 | 59'044 CHF | 59'626 CHF | 99.47% | 99.47% |
11.11.2024 | 0.80% | 1.17 CHF | 1.18 CHF | 158'000 | 158'000 | 57'802 | 57'802 | 71'120 CHF | 71'699 CHF | 99.89% | 99.89% |
08.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 152'000 | 152'000 | 56'116 | 56'116 | 75'540 CHF | 76'102 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 152'000 | 152'000 | 56'493 | 56'493 | 77'371 CHF | 77'939 CHF | 99.76% | 99.76% |