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 | 0.94% | 1.10 CHF | 1.11 CHF | 310'000 | 310'000 | 137'354 | 137'354 | 149'049 CHF | 150'425 CHF | 99.90% | 99.90% |
19.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 305'000 | 305'000 | 132'778 | 132'778 | 141'987 CHF | 143'317 CHF | 99.66% | 99.66% |
18.11.2024 | 0.98% | 1.07 CHF | 1.08 CHF | 305'000 | 305'000 | 133'016 | 133'016 | 139'795 CHF | 141'128 CHF | 99.90% | 99.90% |
15.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 295'000 | 295'000 | 116'734 | 116'734 | 121'077 CHF | 122'247 CHF | 99.37% | 99.37% |
14.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 295'000 | 295'000 | 131'680 | 131'680 | 136'770 CHF | 138'089 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 295'000 | 295'000 | 131'711 | 131'711 | 135'439 CHF | 136'758 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 295'000 | 295'000 | 131'693 | 131'693 | 135'221 CHF | 136'540 CHF | 99.72% | 99.72% |
11.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 295'000 | 295'000 | 132'192 | 132'192 | 135'814 CHF | 137'138 CHF | 99.26% | 99.26% |
08.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 300'000 | 300'000 | 134'955 | 134'955 | 138'872 CHF | 140'224 CHF | 98.84% | 98.84% |
07.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 300'000 | 300'000 | 130'570 | 130'570 | 134'467 CHF | 135'775 CHF | 98.97% | 98.97% |