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 | 0.77% | 1.25 CHF | 1.26 CHF | 305'000 | 305'000 | 299'920 | 299'920 | 385'696 CHF | 388'696 CHF | 99.47% | 99.47% |
19.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 300'000 | 300'000 | 300'114 | 300'114 | 383'296 CHF | 386'297 CHF | 98.64% | 98.64% |
18.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 290'000 | 290'000 | 288'157 | 288'157 | 410'781 CHF | 413'662 CHF | 99.85% | 99.85% |
15.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 285'000 | 285'000 | 283'477 | 283'477 | 418'451 CHF | 421'286 CHF | 99.81% | 99.81% |
14.11.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 285'000 | 285'000 | 278'051 | 278'051 | 426'666 CHF | 429'446 CHF | 96.97% | 96.97% |
13.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 300'000 | 300'000 | 297'583 | 297'583 | 387'898 CHF | 390'873 CHF | 99.98% | 99.98% |
12.11.2024 | 0.73% | 1.29 CHF | 1.30 CHF | 300'000 | 300'000 | 291'923 | 291'923 | 399'991 CHF | 402'910 CHF | 99.21% | 99.21% |
11.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 413'317 CHF | 416'156 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 290'000 | 290'000 | 287'692 | 287'692 | 409'008 CHF | 411'885 CHF | 98.93% | 98.93% |
07.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 280'000 | 280'000 | 283'389 | 283'389 | 413'246 CHF | 416'080 CHF | 99.61% | 99.61% |