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 | 0.55% | 1.87 CHF | 1.88 CHF | 310'000 | 310'000 | 137'154 | 137'154 | 255'321 CHF | 256'695 CHF | 99.68% | 99.68% |
19.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 305'000 | 305'000 | 132'718 | 132'718 | 244'560 CHF | 245'889 CHF | 99.91% | 99.91% |
18.11.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 305'000 | 305'000 | 131'636 | 131'636 | 240'501 CHF | 241'820 CHF | 99.04% | 99.04% |
15.11.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 295'000 | 295'000 | 116'684 | 116'684 | 211'822 CHF | 212'991 CHF | 98.95% | 98.95% |
14.11.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 295'000 | 295'000 | 131'451 | 131'451 | 238'847 CHF | 240'164 CHF | 99.86% | 99.86% |
13.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 295'000 | 295'000 | 130'924 | 130'924 | 235'645 CHF | 236'956 CHF | 99.45% | 99.45% |
12.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 295'000 | 295'000 | 131'094 | 131'094 | 236'067 CHF | 237'380 CHF | 99.32% | 99.32% |
11.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 295'000 | 295'000 | 132'106 | 132'106 | 237'690 CHF | 239'013 CHF | 99.28% | 99.28% |
08.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 300'000 | 300'000 | 134'990 | 134'990 | 242'127 CHF | 243'479 CHF | 99.42% | 99.42% |
07.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 300'000 | 300'000 | 129'403 | 129'403 | 232'252 CHF | 233'549 CHF | 98.31% | 98.31% |