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 | 0.91% | 1.11 CHF | 1.12 CHF | 375'000 | 375'000 | 168'299 | 168'299 | 189'206 CHF | 190'893 CHF | 99.91% | 99.91% |
19.11.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 380'000 | 380'000 | 168'484 | 168'484 | 188'906 CHF | 190'594 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 375'000 | 375'000 | 162'422 | 162'422 | 177'087 CHF | 178'714 CHF | 99.64% | 99.64% |
15.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 375'000 | 375'000 | 123'898 | 123'898 | 141'779 CHF | 143'022 CHF | 98.89% | 98.89% |
14.11.2024 | 1.48% | 1.15 CHF | 1.16 CHF | 380'000 | 380'000 | 127'418 | 127'418 | 148'502 CHF | 149'937 CHF | 95.14% | 95.14% |
13.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 420'000 | 420'000 | 187'536 | 187'536 | 247'415 CHF | 249'294 CHF | 99.78% | 99.78% |
12.11.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 425'000 | 425'000 | 188'507 | 188'507 | 250'244 CHF | 252'133 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 425'000 | 425'000 | 190'871 | 190'871 | 254'807 CHF | 256'719 CHF | 99.90% | 99.90% |
08.11.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 435'000 | 435'000 | 194'330 | 194'330 | 261'432 CHF | 263'379 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 435'000 | 435'000 | 193'441 | 193'441 | 259'236 CHF | 261'174 CHF | 99.86% | 99.86% |