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 | 0.76% | 1.27 CHF | 1.28 CHF | 298'900 | 298'900 | 132'491 | 132'491 | 174'029 CHF | 175'358 CHF | 99.90% | 99.90% |
19.11.2024 | 0.80% | 1.32 CHF | 1.33 CHF | 311'500 | 311'500 | 139'689 | 139'689 | 178'247 CHF | 179'646 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 303'200 | 303'200 | 135'035 | 135'035 | 181'469 CHF | 182'822 CHF | 99.90% | 99.90% |
15.11.2024 | 0.68% | 1.37 CHF | 1.38 CHF | 263'200 | 263'200 | 113'587 | 113'587 | 167'198 CHF | 168'342 CHF | 99.69% | 99.69% |
14.11.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 244'200 | 244'200 | 106'016 | 106'016 | 176'718 CHF | 177'780 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 1.61 CHF | 1.62 CHF | 261'800 | 261'800 | 117'744 | 117'744 | 181'692 CHF | 182'871 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 276'200 | 276'200 | 123'243 | 123'243 | 179'372 CHF | 180'607 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 270'500 | 270'500 | 119'990 | 119'990 | 178'670 CHF | 179'872 CHF | 100.00% | 100.00% |
08.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 263'100 | 263'100 | 117'441 | 117'441 | 177'268 CHF | 178'445 CHF | 100.00% | 100.00% |
07.11.2024 | 0.70% | 1.55 CHF | 1.56 CHF | 274'100 | 274'100 | 122'401 | 122'401 | 183'250 CHF | 184'478 CHF | 99.33% | 99.33% |