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 | 2.23% | 0.75 CHF | 0.76 CHF | 132'000 | 132'000 | 58'473 | 58'473 | 41'135 CHF | 41'895 CHF | 99.35% | 99.35% |
19.11.2024 | 2.25% | 0.68 CHF | 0.69 CHF | 131'000 | 131'000 | 58'563 | 58'563 | 40'351 CHF | 41'111 CHF | 99.99% | 99.99% |
18.11.2024 | 2.26% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 58'230 | 58'230 | 39'833 CHF | 40'590 CHF | 99.83% | 99.83% |
15.11.2024 | 2.21% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 58'071 | 58'071 | 39'984 CHF | 40'739 CHF | 99.95% | 99.95% |
14.11.2024 | 2.29% | 0.69 CHF | 0.70 CHF | 130'000 | 130'000 | 58'303 | 58'303 | 39'534 CHF | 40'294 CHF | 98.63% | 98.63% |
13.11.2024 | 2.53% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 57'899 | 57'899 | 36'834 CHF | 37'584 CHF | 98.96% | 98.96% |
12.11.2024 | 2.54% | 0.60 CHF | 0.61 CHF | 128'000 | 128'000 | 57'722 | 57'722 | 34'831 CHF | 35'579 CHF | 99.78% | 99.78% |
11.11.2024 | 2.48% | 0.58 CHF | 0.59 CHF | 128'000 | 128'000 | 57'683 | 57'683 | 34'686 CHF | 35'438 CHF | 99.69% | 99.69% |
08.11.2024 | 2.26% | 0.63 CHF | 0.64 CHF | 130'000 | 130'000 | 59'195 | 59'195 | 39'391 CHF | 40'159 CHF | 99.04% | 99.04% |
07.11.2024 | 2.30% | 0.69 CHF | 0.70 CHF | 133'000 | 133'000 | 58'974 | 58'974 | 39'713 CHF | 40'477 CHF | 99.93% | 99.93% |