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 | 0.60% | 1.71 CHF | 1.72 CHF | 310'000 | 310'000 | 137'347 | 137'347 | 233'465 CHF | 234'841 CHF | 99.89% | 99.89% |
19.11.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 305'000 | 305'000 | 132'792 | 132'792 | 223'284 CHF | 224'615 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 305'000 | 305'000 | 133'014 | 133'014 | 221'324 CHF | 222'657 CHF | 99.89% | 99.89% |
15.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 295'000 | 295'000 | 116'868 | 116'868 | 193'136 CHF | 194'307 CHF | 99.45% | 99.45% |
14.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 295'000 | 295'000 | 131'694 | 131'694 | 217'707 CHF | 219'027 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 295'000 | 295'000 | 131'708 | 131'708 | 215'824 CHF | 217'144 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 295'000 | 295'000 | 131'912 | 131'912 | 216'034 CHF | 217'356 CHF | 99.85% | 99.85% |
11.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 295'000 | 295'000 | 132'672 | 132'672 | 217'151 CHF | 218'480 CHF | 99.58% | 99.58% |
08.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 300'000 | 300'000 | 135'378 | 135'378 | 221'177 CHF | 222'533 CHF | 99.22% | 99.22% |
07.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 300'000 | 300'000 | 130'873 | 130'873 | 213'909 CHF | 215'220 CHF | 99.90% | 99.90% |