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 | 0.75% | 1.28 CHF | 1.29 CHF | 238'100 | 238'100 | 105'489 | 105'489 | 141'190 CHF | 142'248 CHF | 99.90% | 99.90% |
19.11.2024 | 0.79% | 1.35 CHF | 1.36 CHF | 251'500 | 251'500 | 112'804 | 112'804 | 145'840 CHF | 146'970 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 243'600 | 243'600 | 108'496 | 108'496 | 149'505 CHF | 150'592 CHF | 99.90% | 99.90% |
15.11.2024 | 0.64% | 1.41 CHF | 1.42 CHF | 200'800 | 200'800 | 86'620 | 86'620 | 134'347 CHF | 135'220 CHF | 99.69% | 99.69% |
14.11.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 183'800 | 183'800 | 79'773 | 79'773 | 144'705 CHF | 145'504 CHF | 100.00% | 100.00% |
13.11.2024 | 0.63% | 1.74 CHF | 1.75 CHF | 201'500 | 201'500 | 90'577 | 90'577 | 149'622 CHF | 150'529 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 214'600 | 214'600 | 95'771 | 95'771 | 147'147 CHF | 148'106 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 208'700 | 208'700 | 92'574 | 92'574 | 146'520 CHF | 147'447 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 201'000 | 201'000 | 89'725 | 89'725 | 144'748 CHF | 145'647 CHF | 100.00% | 100.00% |
07.11.2024 | 0.66% | 1.67 CHF | 1.68 CHF | 212'200 | 212'200 | 94'767 | 94'767 | 151'351 CHF | 152'302 CHF | 99.33% | 99.33% |