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 | 0.65% | 1.58 CHF | 1.59 CHF | 310'000 | 310'000 | 137'188 | 137'188 | 215'591 CHF | 216'965 CHF | 98.14% | 98.14% |
19.11.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 305'000 | 305'000 | 129'742 | 129'742 | 201'510 CHF | 202'810 CHF | 98.13% | 98.13% |
18.11.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 305'000 | 305'000 | 131'572 | 131'572 | 202'090 CHF | 203'408 CHF | 97.83% | 97.83% |
15.11.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 295'000 | 295'000 | 116'830 | 116'830 | 178'021 CHF | 179'192 CHF | 97.06% | 97.06% |
14.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 295'000 | 295'000 | 131'067 | 131'067 | 199'932 CHF | 201'245 CHF | 96.04% | 96.04% |
13.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 295'000 | 295'000 | 130'481 | 130'481 | 197'049 CHF | 198'357 CHF | 97.91% | 97.91% |
12.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 295'000 | 295'000 | 132'350 | 132'350 | 200'194 CHF | 201'520 CHF | 95.52% | 95.52% |
11.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 295'000 | 295'000 | 132'643 | 132'643 | 200'452 CHF | 201'781 CHF | 97.14% | 97.14% |
08.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300'000 | 300'000 | 134'288 | 134'288 | 202'512 CHF | 203'857 CHF | 96.43% | 96.43% |
07.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300'000 | 300'000 | 126'660 | 126'660 | 191'144 CHF | 192'413 CHF | 93.05% | 93.05% |