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 | 1.49% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 83'122 | 83'122 | 55'434 CHF | 56'265 CHF | 99.09% | 99.09% |
19.11.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 84'285 | 84'285 | 56'504 CHF | 57'346 CHF | 99.24% | 99.24% |
18.11.2024 | 1.31% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'981 CHF | 57'731 CHF | 99.30% | 99.30% |
15.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'745 CHF | 63'495 CHF | 99.44% | 99.44% |
14.11.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'367 CHF | 65'117 CHF | 99.32% | 99.32% |
13.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 65'950 | 65'950 | 50'501 CHF | 51'160 CHF | 99.07% | 99.07% |
12.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 29'298 CHF | 29'678 CHF | 98.41% | 98.41% |
11.11.2024 | 1.72% | 0.70 CHF | 0.71 CHF | 38'000 | 38'000 | 48'615 | 48'615 | 28'042 CHF | 28'529 CHF | 99.24% | 99.24% |
08.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'262 CHF | 26'762 CHF | 99.47% | 99.47% |
07.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'363 CHF | 27'863 CHF | 99.22% | 99.22% |