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 | 1.62% | 0.59 CHF | 0.60 CHF | 174'000 | 174'000 | 63'974 | 63'974 | 39'541 CHF | 40'183 CHF | 99.82% | 99.82% |
19.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 176'000 | 176'000 | 65'008 | 65'008 | 38'466 CHF | 39'117 CHF | 100.00% | 100.00% |
18.11.2024 | 1.76% | 0.61 CHF | 0.62 CHF | 174'000 | 174'000 | 65'041 | 65'041 | 37'344 CHF | 37'995 CHF | 99.90% | 99.90% |
15.11.2024 | 1.57% | 0.57 CHF | 0.58 CHF | 174'000 | 174'000 | 63'567 | 63'567 | 39'889 CHF | 40'526 CHF | 99.47% | 99.47% |
14.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 168'000 | 168'000 | 60'703 | 60'703 | 46'956 CHF | 47'564 CHF | 100.00% | 100.00% |
13.11.2024 | 1.18% | 0.75 CHF | 0.76 CHF | 168'000 | 168'000 | 60'936 | 60'936 | 50'781 CHF | 51'391 CHF | 100.00% | 100.00% |
12.11.2024 | 1.04% | 0.85 CHF | 0.86 CHF | 166'000 | 166'000 | 58'112 | 58'112 | 53'524 CHF | 54'106 CHF | 99.47% | 99.47% |
11.11.2024 | 0.86% | 1.08 CHF | 1.09 CHF | 158'000 | 158'000 | 57'801 | 57'801 | 65'622 CHF | 66'201 CHF | 99.89% | 99.89% |
08.11.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 152'000 | 152'000 | 56'115 | 56'115 | 70'241 CHF | 70'803 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 152'000 | 152'000 | 56'495 | 56'495 | 72'069 CHF | 72'637 CHF | 99.76% | 99.76% |