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 | 0.83% | 1.24 CHF | 1.25 CHF | 310'000 | 310'000 | 137'354 | 137'354 | 168'229 CHF | 169'605 CHF | 99.90% | 99.90% |
19.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 305'000 | 305'000 | 132'793 | 132'793 | 160'479 CHF | 161'810 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 305'000 | 305'000 | 133'020 | 133'020 | 158'407 CHF | 159'739 CHF | 99.90% | 99.90% |
15.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 295'000 | 295'000 | 116'873 | 116'873 | 137'632 CHF | 138'803 CHF | 99.45% | 99.45% |
14.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 295'000 | 295'000 | 131'686 | 131'686 | 155'227 CHF | 156'546 CHF | 100.00% | 100.00% |
13.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 295'000 | 295'000 | 131'706 | 131'706 | 153'845 CHF | 155'165 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 295'000 | 295'000 | 131'918 | 131'918 | 153'881 CHF | 155'203 CHF | 99.85% | 99.85% |
11.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 295'000 | 295'000 | 132'688 | 132'688 | 154'631 CHF | 155'961 CHF | 99.60% | 99.60% |
08.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300'000 | 300'000 | 134'921 | 134'921 | 157'560 CHF | 158'912 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300'000 | 300'000 | 130'873 | 130'873 | 152'650 CHF | 153'962 CHF | 99.90% | 99.90% |