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% | 1.31 CHF | 1.32 CHF | 112'000 | 112'000 | 110'895 | 110'895 | 147'042 CHF | 148'151 CHF | 99.97% | 99.97% |
19.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 112'000 | 112'000 | 110'166 | 110'166 | 147'106 CHF | 148'208 CHF | 99.96% | 99.96% |
18.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 112'000 | 112'000 | 111'345 | 111'345 | 146'970 CHF | 148'083 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 112'000 | 112'000 | 108'253 | 108'253 | 146'479 CHF | 147'562 CHF | 98.70% | 98.70% |
14.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 108'000 | 108'000 | 108'239 | 108'239 | 146'480 CHF | 147'562 CHF | 99.76% | 99.76% |
13.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 148'440 CHF | 149'515 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 150'451 CHF | 151'526 CHF | 99.87% | 99.87% |
11.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 108'000 | 108'000 | 105'925 | 105'925 | 152'259 CHF | 153'318 CHF | 99.71% | 99.71% |
08.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 108'000 | 108'000 | 107'395 | 107'395 | 151'981 CHF | 153'055 CHF | 99.97% | 99.97% |
07.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 108'000 | 108'000 | 103'614 | 103'614 | 150'132 CHF | 151'168 CHF | 100.00% | 100.00% |