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 | 1.10% | 1.40 CHF | 1.41 CHF | 390'000 | 390'000 | 173'981 | 173'981 | 244'151 CHF | 246'410 CHF | 99.89% | 99.89% |
19.11.2024 | 1.14% | 1.41 CHF | 1.42 CHF | 390'000 | 390'000 | 160'725 | 160'725 | 228'273 CHF | 230'406 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.44 CHF | 1.45 CHF | 400'000 | 400'000 | 179'132 | 179'132 | 261'159 CHF | 263'052 CHF | 99.89% | 99.89% |
15.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 410'000 | 410'000 | 182'372 | 182'372 | 269'221 CHF | 271'048 CHF | 99.89% | 99.89% |
14.11.2024 | 1.00% | 1.46 CHF | 1.47 CHF | 400'000 | 400'000 | 137'669 | 137'669 | 200'610 CHF | 202'176 CHF | 100.00% | 100.00% |
13.11.2024 | 1.10% | 1.43 CHF | 1.44 CHF | 400'000 | 400'000 | 175'635 | 175'635 | 248'488 CHF | 250'763 CHF | 100.00% | 100.00% |
12.11.2024 | 1.12% | 1.41 CHF | 1.42 CHF | 390'000 | 390'000 | 171'623 | 171'623 | 237'512 CHF | 239'732 CHF | 99.85% | 99.85% |
11.11.2024 | 1.15% | 1.36 CHF | 1.37 CHF | 380'000 | 380'000 | 167'349 | 167'349 | 225'707 CHF | 227'874 CHF | 99.58% | 99.58% |
08.11.2024 | 1.15% | 1.34 CHF | 1.35 CHF | 380'000 | 380'000 | 170'091 | 170'091 | 228'095 CHF | 230'296 CHF | 99.22% | 99.22% |
07.11.2024 | 1.13% | 1.34 CHF | 1.35 CHF | 380'000 | 380'000 | 170'337 | 170'337 | 231'128 CHF | 233'336 CHF | 100.00% | 100.00% |