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 | 0.70% | 1.42 CHF | 1.43 CHF | 210'000 | 210'000 | 97'526 | 97'526 | 140'151 CHF | 141'128 CHF | 99.90% | 99.90% |
19.11.2024 | 0.94% | 1.39 CHF | 1.40 CHF | 210'000 | 210'000 | 88'455 | 88'455 | 120'812 CHF | 121'848 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 210'000 | 210'000 | 98'011 | 98'011 | 135'868 CHF | 136'850 CHF | 99.90% | 99.90% |
15.11.2024 | 0.66% | 1.46 CHF | 1.47 CHF | 210'000 | 210'000 | 87'394 | 87'394 | 132'800 CHF | 133'677 CHF | 86.44% | 86.44% |
14.11.2024 | 1.04% | 1.61 CHF | 1.64 CHF | 100'000 | 100'000 | 63'592 | 63'592 | 102'537 CHF | 103'718 CHF | 96.84% | 96.84% |
13.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 88'136 | 88'136 | 143'093 CHF | 143'978 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 88'245 | 88'245 | 146'502 CHF | 147'389 CHF | 97.99% | 97.99% |
11.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 88'483 | 88'483 | 145'486 CHF | 146'374 CHF | 99.50% | 99.50% |
08.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 84'188 | 84'188 | 140'847 CHF | 141'695 CHF | 92.69% | 92.69% |
07.11.2024 | 0.67% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 90'343 | 90'343 | 142'718 CHF | 143'627 CHF | 88.12% | 88.12% |