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 | 0.67% | 1.53 CHF | 1.54 CHF | 310'000 | 310'000 | 137'350 | 137'350 | 208'290 CHF | 209'666 CHF | 99.90% | 99.90% |
19.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 305'000 | 305'000 | 132'795 | 132'795 | 199'084 CHF | 200'415 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 305'000 | 305'000 | 133'016 | 133'016 | 197'095 CHF | 198'428 CHF | 99.89% | 99.89% |
15.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 295'000 | 295'000 | 116'870 | 116'870 | 171'718 CHF | 172'889 CHF | 99.45% | 99.45% |
14.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 295'000 | 295'000 | 131'694 | 131'694 | 193'560 CHF | 194'880 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 295'000 | 295'000 | 131'711 | 131'711 | 192'051 CHF | 193'371 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 295'000 | 295'000 | 131'914 | 131'914 | 192'130 CHF | 193'452 CHF | 99.85% | 99.85% |
11.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 295'000 | 295'000 | 132'675 | 132'675 | 193'021 CHF | 194'350 CHF | 99.57% | 99.57% |
08.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 300'000 | 300'000 | 135'395 | 135'395 | 196'852 CHF | 198'208 CHF | 99.19% | 99.19% |
07.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 300'000 | 300'000 | 130'874 | 130'874 | 190'330 CHF | 191'642 CHF | 99.90% | 99.90% |