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 | 1.39% | 0.71 CHF | 0.72 CHF | 170'000 | 170'000 | 168'978 | 168'978 | 123'807 CHF | 125'499 CHF | 99.22% | 99.22% |
19.11.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 180'000 | 180'000 | 176'446 | 176'446 | 120'496 CHF | 122'263 CHF | 98.87% | 98.87% |
18.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 170'000 | 170'000 | 168'288 | 168'288 | 126'748 CHF | 128'433 CHF | 99.88% | 99.88% |
15.11.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 170'000 | 170'000 | 168'198 | 168'198 | 123'330 CHF | 125'014 CHF | 99.86% | 99.86% |
14.11.2024 | 1.47% | 0.72 CHF | 0.73 CHF | 180'000 | 180'000 | 177'992 | 177'992 | 123'039 CHF | 124'821 CHF | 98.58% | 98.58% |
13.11.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 180'000 | 180'000 | 178'003 | 178'003 | 118'839 CHF | 120'621 CHF | 99.88% | 99.88% |
12.11.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 180'000 | 180'000 | 169'371 | 169'371 | 122'763 CHF | 124'459 CHF | 99.87% | 99.87% |
11.11.2024 | 1.42% | 0.77 CHF | 0.78 CHF | 180'000 | 180'000 | 178'053 | 178'053 | 127'499 CHF | 129'281 CHF | 100.00% | 100.00% |
08.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 180'000 | 180'000 | 178'045 | 178'045 | 115'188 CHF | 116'972 CHF | 98.52% | 98.52% |
07.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 170'000 | 170'000 | 168'052 | 168'052 | 131'459 CHF | 133'142 CHF | 100.00% | 100.00% |