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 | 1.62% | 0.58 CHF | 0.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 76'667 CHF | 77'917 CHF | 99.11% | 99.11% |
19.11.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 125'000 | 125'000 | 133'891 | 133'891 | 73'736 CHF | 75'075 CHF | 95.86% | 95.86% |
18.11.2024 | 1.84% | 0.58 CHF | 0.59 CHF | 125'000 | 125'000 | 146'537 | 146'537 | 78'799 CHF | 80'264 CHF | 99.28% | 99.28% |
15.11.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 143'201 | 143'201 | 76'170 CHF | 77'602 CHF | 94.96% | 94.96% |
14.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 74'105 CHF | 75'355 CHF | 97.63% | 97.63% |
13.11.2024 | 1.74% | 0.63 CHF | 0.64 CHF | 125'000 | 125'000 | 109'932 | 109'932 | 62'971 CHF | 64'071 CHF | 98.53% | 98.53% |
12.11.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 72'649 | 72'649 | 38'632 CHF | 39'358 CHF | 98.91% | 98.91% |
11.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'408 CHF | 37'158 CHF | 99.27% | 99.27% |
08.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 34'769 CHF | 35'519 CHF | 99.41% | 99.41% |
07.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'901 CHF | 33'651 CHF | 99.28% | 99.28% |