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 | 1.47% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 88'054 | 88'054 | 59'384 CHF | 60'264 CHF | 99.20% | 99.20% |
19.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 85'571 | 85'571 | 56'803 CHF | 57'659 CHF | 99.32% | 99.32% |
18.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 81'188 | 81'188 | 54'612 CHF | 55'424 CHF | 99.29% | 99.29% |
15.11.2024 | 1.66% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'761 CHF | 60'761 CHF | 98.60% | 98.60% |
14.11.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 118'351 | 118'351 | 58'161 CHF | 59'345 CHF | 98.65% | 98.65% |
13.11.2024 | 2.07% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 107'400 | 107'425 | 51'510 CHF | 52'597 CHF | 99.33% | 99.33% |
12.11.2024 | 2.30% | 0.47 CHF | 0.48 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 27'075 CHF | 27'705 CHF | 98.69% | 98.69% |
11.11.2024 | 2.75% | 0.42 CHF | 0.43 CHF | 63'000 | 63'000 | 73'884 | 73'884 | 26'516 CHF | 27'255 CHF | 99.31% | 99.31% |
08.11.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'452 CHF | 28'202 CHF | 99.31% | 99.31% |
07.11.2024 | 2.44% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 66'199 | 66'199 | 26'746 CHF | 27'408 CHF | 98.82% | 98.82% |