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 | 0.69% | 1.41 CHF | 1.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 217'475 CHF | 218'975 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 216'007 CHF | 217'507 CHF | 99.85% | 99.85% |
18.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 150'000 | 150'000 | 148'536 | 148'536 | 223'063 CHF | 224'548 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 145'000 | 145'000 | 145'283 | 145'283 | 225'969 CHF | 227'422 CHF | 99.64% | 99.64% |
14.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 239'269 CHF | 240'719 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 145'000 | 145'000 | 142'230 | 142'230 | 242'338 CHF | 243'760 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 145'000 | 145'000 | 142'672 | 142'672 | 241'735 CHF | 243'162 CHF | 99.87% | 99.87% |
11.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 245'354 CHF | 246'754 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 145'000 | 145'000 | 141'998 | 141'998 | 242'978 CHF | 244'398 CHF | 98.91% | 98.91% |
07.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 245'694 CHF | 247'094 CHF | 99.99% | 99.99% |