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 | 1.48% | 0.69 CHF | 0.70 CHF | 193'600 | 193'600 | 86'308 | 86'308 | 59'224 CHF | 60'088 CHF | 99.90% | 99.90% |
19.11.2024 | 1.20% | 0.76 CHF | 0.77 CHF | 158'900 | 158'900 | 67'278 | 67'278 | 55'054 CHF | 55'728 CHF | 99.85% | 99.85% |
18.11.2024 | 1.36% | 0.81 CHF | 0.82 CHF | 190'800 | 190'800 | 84'727 | 84'727 | 63'718 CHF | 64'567 CHF | 98.23% | 98.23% |
15.11.2024 | 1.78% | 0.68 CHF | 0.69 CHF | 145'400 | 145'400 | 60'611 | 60'611 | 48'698 CHF | 49'475 CHF | 99.40% | 99.40% |
14.11.2024 | 1.24% | 1.21 CHF | 1.22 CHF | 103'400 | 103'400 | 47'690 | 47'690 | 56'585 CHF | 57'199 CHF | 100.00% | 100.00% |
13.11.2024 | 1.30% | 1.29 CHF | 1.30 CHF | 93'600 | 93'600 | 41'888 | 41'888 | 55'834 CHF | 56'467 CHF | 100.00% | 100.00% |
12.11.2024 | 1.16% | 1.31 CHF | 1.32 CHF | 98'200 | 98'200 | 43'886 | 43'886 | 58'958 CHF | 59'527 CHF | 99.88% | 99.88% |
11.11.2024 | 1.18% | 1.50 CHF | 1.51 CHF | 69'900 | 69'900 | 29'822 | 29'822 | 54'792 CHF | 55'324 CHF | 99.90% | 99.90% |
08.11.2024 | 1.11% | 2.20 CHF | 2.21 CHF | 50'300 | 50'300 | 21'476 | 21'476 | 56'806 CHF | 57'293 CHF | 98.90% | 98.90% |
07.11.2024 | 1.02% | 3.21 CHF | 3.22 CHF | 41'900 | 41'900 | 20'123 | 20'123 | 71'730 CHF | 72'102 CHF | 52.47% | 94.36% |