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 | 1.53% | 0.64 CHF | 0.65 CHF | 210'000 | 210'000 | 208'729 | 208'729 | 138'482 CHF | 140'572 CHF | 99.42% | 99.42% |
19.11.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 210'000 | 210'000 | 207'876 | 207'876 | 129'834 CHF | 131'915 CHF | 99.41% | 99.41% |
18.11.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 210'000 | 210'000 | 207'886 | 207'886 | 141'189 CHF | 143'270 CHF | 99.88% | 99.88% |
15.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 220'000 | 220'000 | 217'787 | 217'787 | 146'004 CHF | 148'185 CHF | 100.00% | 100.00% |
14.11.2024 | 1.60% | 0.66 CHF | 0.67 CHF | 220'000 | 220'000 | 222'600 | 222'600 | 141'269 CHF | 143'498 CHF | 98.59% | 98.59% |
13.11.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 220'000 | 220'000 | 218'471 | 218'471 | 134'537 CHF | 136'724 CHF | 100.00% | 100.00% |
12.11.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 210'000 | 210'000 | 207'889 | 207'889 | 137'107 CHF | 139'188 CHF | 99.87% | 99.87% |
11.11.2024 | 1.55% | 0.69 CHF | 0.70 CHF | 220'000 | 220'000 | 218'923 | 218'923 | 142'743 CHF | 144'935 CHF | 100.00% | 100.00% |
08.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 220'000 | 220'000 | 216'515 | 216'515 | 129'954 CHF | 132'122 CHF | 98.52% | 98.52% |
07.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 210'000 | 210'000 | 207'887 | 207'887 | 148'553 CHF | 150'634 CHF | 100.00% | 100.00% |