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 | 0.79% | 1.30 CHF | 1.31 CHF | 310'000 | 310'000 | 137'349 | 137'349 | 177'476 CHF | 178'852 CHF | 99.90% | 99.90% |
19.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 305'000 | 305'000 | 132'793 | 132'793 | 169'302 CHF | 170'633 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 305'000 | 305'000 | 133'017 | 133'017 | 167'374 CHF | 168'707 CHF | 99.90% | 99.90% |
15.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 295'000 | 295'000 | 116'871 | 116'871 | 145'421 CHF | 146'592 CHF | 99.45% | 99.45% |
14.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 295'000 | 295'000 | 131'686 | 131'686 | 164'108 CHF | 165'428 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 295'000 | 295'000 | 131'710 | 131'710 | 162'449 CHF | 163'768 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 295'000 | 295'000 | 131'918 | 131'918 | 163'032 CHF | 164'354 CHF | 99.85% | 99.85% |
11.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 295'000 | 295'000 | 132'677 | 132'677 | 163'748 CHF | 165'077 CHF | 99.56% | 99.56% |
08.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300'000 | 300'000 | 135'399 | 135'399 | 167'078 CHF | 168'435 CHF | 99.17% | 99.17% |
07.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300'000 | 300'000 | 130'878 | 130'878 | 161'486 CHF | 162'798 CHF | 99.90% | 99.90% |