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 | 0.87% | 1.19 CHF | 1.20 CHF | 310'000 | 310'000 | 137'355 | 137'355 | 161'565 CHF | 162'941 CHF | 99.90% | 99.90% |
19.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 305'000 | 305'000 | 132'787 | 132'787 | 153'973 CHF | 155'303 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 305'000 | 305'000 | 133'019 | 133'019 | 151'790 CHF | 153'122 CHF | 99.90% | 99.90% |
15.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 295'000 | 295'000 | 116'871 | 116'871 | 131'799 CHF | 132'970 CHF | 99.45% | 99.45% |
14.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 295'000 | 295'000 | 131'694 | 131'694 | 148'668 CHF | 149'987 CHF | 100.00% | 100.00% |
13.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 295'000 | 295'000 | 131'709 | 131'709 | 147'284 CHF | 148'604 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 295'000 | 295'000 | 131'918 | 131'918 | 147'309 CHF | 148'631 CHF | 99.85% | 99.85% |
11.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 295'000 | 295'000 | 132'694 | 132'694 | 148'166 CHF | 149'495 CHF | 99.55% | 99.55% |
08.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 300'000 | 300'000 | 135'235 | 135'235 | 151'225 CHF | 152'580 CHF | 99.46% | 99.46% |
07.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 300'000 | 300'000 | 130'877 | 130'877 | 146'435 CHF | 147'746 CHF | 99.90% | 99.90% |