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 | 1.22% | 1.26 CHF | 1.27 CHF | 390'000 | 390'000 | 173'896 | 173'896 | 219'559 CHF | 221'818 CHF | 99.85% | 99.85% |
19.11.2024 | 1.26% | 1.27 CHF | 1.28 CHF | 390'000 | 390'000 | 160'722 | 160'722 | 205'767 CHF | 207'901 CHF | 99.97% | 99.97% |
18.11.2024 | 0.85% | 1.30 CHF | 1.31 CHF | 400'000 | 400'000 | 179'138 | 179'138 | 236'001 CHF | 237'894 CHF | 99.89% | 99.89% |
15.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 410'000 | 410'000 | 182'375 | 182'375 | 243'524 CHF | 245'351 CHF | 99.90% | 99.90% |
14.11.2024 | 1.10% | 1.32 CHF | 1.33 CHF | 400'000 | 400'000 | 137'505 | 137'505 | 180'886 CHF | 182'451 CHF | 99.93% | 99.93% |
13.11.2024 | 1.22% | 1.29 CHF | 1.30 CHF | 400'000 | 400'000 | 175'642 | 175'642 | 223'897 CHF | 226'172 CHF | 100.00% | 100.00% |
12.11.2024 | 1.25% | 1.27 CHF | 1.28 CHF | 390'000 | 390'000 | 171'625 | 171'625 | 213'504 CHF | 215'724 CHF | 99.85% | 99.85% |
11.11.2024 | 1.28% | 1.22 CHF | 1.23 CHF | 380'000 | 380'000 | 167'353 | 167'353 | 202'366 CHF | 204'534 CHF | 99.57% | 99.57% |
08.11.2024 | 1.28% | 1.21 CHF | 1.22 CHF | 380'000 | 380'000 | 170'171 | 170'171 | 204'839 CHF | 207'040 CHF | 99.10% | 99.10% |
07.11.2024 | 1.26% | 1.21 CHF | 1.22 CHF | 380'000 | 380'000 | 170'339 | 170'339 | 207'442 CHF | 209'651 CHF | 100.00% | 100.00% |