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% | 1.43 CHF | 1.44 CHF | 90'000 | 90'000 | 88'786 | 88'786 | 127'913 CHF | 128'802 CHF | 97.52% | 97.52% |
19.11.2024 | 0.77% | 1.40 CHF | 1.41 CHF | 90'000 | 90'000 | 84'305 | 84'305 | 116'357 CHF | 117'206 CHF | 92.89% | 92.89% |
18.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 90'000 | 90'000 | 88'876 | 88'876 | 135'507 CHF | 136'397 CHF | 99.82% | 99.82% |
15.11.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 80'000 | 80'000 | 79'851 | 79'851 | 128'768 CHF | 129'567 CHF | 82.41% | 82.41% |
14.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 80'000 | 80'000 | 79'924 | 79'924 | 128'274 CHF | 129'074 CHF | 87.35% | 87.35% |
13.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 80'000 | 80'000 | 80'549 | 80'549 | 125'467 CHF | 126'273 CHF | 86.73% | 86.73% |
12.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 90'000 | 90'000 | 80'850 | 80'850 | 126'391 CHF | 127'200 CHF | 85.75% | 85.75% |
11.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 80'000 | 80'000 | 81'373 | 81'373 | 125'719 CHF | 126'533 CHF | 86.00% | 86.00% |
08.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 90'000 | 90'000 | 87'347 | 87'347 | 130'450 CHF | 131'325 CHF | 82.69% | 82.69% |
07.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 90'000 | 90'000 | 79'543 | 79'543 | 123'482 CHF | 124'278 CHF | 80.38% | 80.38% |