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 | 0.59% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'425 CHF | 127'175 CHF | 99.12% | 99.12% |
19.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'052 CHF | 118'802 CHF | 94.50% | 94.50% |
18.11.2024 | 0.53% | 1.69 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'584 CHF | 142'334 CHF | 94.31% | 94.31% |
15.11.2024 | 0.63% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'989 CHF | 119'739 CHF | 95.79% | 95.79% |
14.11.2024 | 0.63% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'502 CHF | 119'252 CHF | 99.24% | 99.24% |
13.11.2024 | 0.65% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 66'503 | 66'503 | 101'955 CHF | 102'620 CHF | 92.19% | 92.19% |
12.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 54'457 CHF | 54'837 CHF | 95.60% | 95.60% |
11.11.2024 | 0.68% | 1.56 CHF | 1.57 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 56'025 CHF | 56'405 CHF | 97.73% | 97.73% |
08.11.2024 | 0.86% | 1.27 CHF | 1.28 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 44'075 CHF | 44'455 CHF | 99.28% | 99.28% |
07.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 42'098 CHF | 42'478 CHF | 99.26% | 99.26% |