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 | 0.62% | 1.62 CHF | 1.63 CHF | 375'000 | 375'000 | 203'543 | 203'543 | 334'694 CHF | 336'737 CHF | 99.90% | 99.90% |
19.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 370'000 | 370'000 | 204'947 | 204'947 | 336'758 CHF | 338'811 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 370'000 | 370'000 | 205'049 | 205'049 | 332'851 CHF | 334'907 CHF | 99.89% | 99.89% |
15.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 375'000 | 375'000 | 205'822 | 205'822 | 332'965 CHF | 335'027 CHF | 99.90% | 99.90% |
14.11.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 375'000 | 375'000 | 206'156 | 206'156 | 331'995 CHF | 334'060 CHF | 99.00% | 99.00% |
13.11.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 380'000 | 380'000 | 208'577 | 208'577 | 328'137 CHF | 330'226 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 380'000 | 380'000 | 209'200 | 209'200 | 330'136 CHF | 332'232 CHF | 98.95% | 98.95% |
11.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 380'000 | 380'000 | 207'178 | 207'178 | 330'186 CHF | 332'262 CHF | 99.65% | 99.65% |
08.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 380'000 | 380'000 | 205'531 | 205'531 | 333'868 CHF | 335'927 CHF | 97.12% | 97.12% |
07.11.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 380'000 | 380'000 | 210'306 | 210'306 | 330'184 CHF | 332'291 CHF | 100.00% | 100.00% |