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 | 1.23% | 0.81 CHF | 0.82 CHF | 244'200 | 244'200 | 89'215 | 89'215 | 73'378 CHF | 74'273 CHF | 99.82% | 99.82% |
19.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 248'500 | 248'500 | 91'054 | 91'054 | 72'959 CHF | 73'871 CHF | 100.00% | 100.00% |
18.11.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 254'200 | 254'200 | 94'350 | 94'350 | 74'544 CHF | 75'489 CHF | 99.90% | 99.90% |
15.11.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 234'300 | 234'300 | 84'410 | 84'410 | 70'377 CHF | 71'223 CHF | 99.47% | 99.47% |
14.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 218'500 | 218'500 | 78'612 | 78'612 | 74'905 CHF | 75'693 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 0.94 CHF | 0.95 CHF | 191'000 | 191'000 | 68'934 | 68'934 | 69'856 CHF | 70'547 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 1.02 CHF | 1.03 CHF | 163'900 | 163'900 | 57'237 | 57'237 | 62'812 CHF | 63'386 CHF | 99.47% | 99.47% |
11.11.2024 | 0.73% | 1.26 CHF | 1.27 CHF | 141'800 | 141'800 | 51'398 | 51'398 | 68'509 CHF | 69'024 CHF | 99.89% | 99.89% |
08.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 130'800 | 130'800 | 47'914 | 47'914 | 70'551 CHF | 71'031 CHF | 100.00% | 100.00% |
07.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 136'200 | 136'200 | 50'431 | 50'431 | 75'834 CHF | 76'341 CHF | 99.76% | 99.76% |