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 | 1.22% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'620 | 75'620 | 61'884 CHF | 62'640 CHF | 99.27% | 99.27% |
19.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 98'213 | 98'213 | 62'456 CHF | 63'438 CHF | 98.79% | 98.79% |
18.11.2024 | 1.34% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'261 | 75'261 | 55'763 CHF | 56'516 CHF | 99.05% | 99.05% |
15.11.2024 | 1.02% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 62'221 | 62'221 | 60'449 CHF | 61'071 CHF | 99.47% | 99.47% |
14.11.2024 | 1.13% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 71'172 | 71'172 | 62'495 CHF | 63'207 CHF | 99.49% | 99.49% |
13.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 69'913 | 69'913 | 51'551 CHF | 52'250 CHF | 97.11% | 97.11% |
12.11.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 63'000 | 63'000 | 64'415 | 64'415 | 26'485 CHF | 27'129 CHF | 99.05% | 99.05% |
11.11.2024 | 2.74% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 74'933 | 74'934 | 26'980 CHF | 27'729 CHF | 99.36% | 99.36% |
08.11.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 83'917 | 83'917 | 27'833 CHF | 28'672 CHF | 99.38% | 99.38% |
07.11.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 88'147 | 88'147 | 27'640 CHF | 28'521 CHF | 99.32% | 99.32% |