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 | 1.04% | 1.43 CHF | 1.44 CHF | 132'000 | 132'000 | 58'459 | 58'459 | 86'232 CHF | 86'992 CHF | 99.34% | 99.34% |
19.11.2024 | 1.03% | 1.49 CHF | 1.50 CHF | 131'000 | 131'000 | 58'566 | 58'566 | 86'925 CHF | 87'685 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 1.50 CHF | 1.51 CHF | 130'000 | 130'000 | 58'173 | 58'173 | 87'263 CHF | 88'020 CHF | 99.78% | 99.78% |
15.11.2024 | 1.03% | 1.51 CHF | 1.52 CHF | 130'000 | 130'000 | 58'118 | 58'118 | 87'326 CHF | 88'082 CHF | 100.00% | 100.00% |
14.11.2024 | 1.02% | 1.50 CHF | 1.51 CHF | 130'000 | 130'000 | 58'302 | 58'302 | 88'339 CHF | 89'099 CHF | 98.57% | 98.57% |
13.11.2024 | 0.98% | 1.50 CHF | 1.51 CHF | 130'000 | 130'000 | 57'751 | 57'751 | 89'178 CHF | 89'926 CHF | 99.80% | 99.80% |
12.11.2024 | 0.98% | 1.58 CHF | 1.59 CHF | 128'000 | 128'000 | 57'696 | 57'696 | 90'855 CHF | 91'603 CHF | 99.90% | 99.90% |
11.11.2024 | 1.00% | 1.59 CHF | 1.60 CHF | 128'000 | 128'000 | 57'767 | 57'767 | 90'835 CHF | 91'588 CHF | 99.90% | 99.90% |
08.11.2024 | 1.04% | 1.53 CHF | 1.54 CHF | 130'000 | 130'000 | 59'199 | 59'199 | 88'358 CHF | 89'125 CHF | 99.05% | 99.05% |
07.11.2024 | 1.03% | 1.46 CHF | 1.47 CHF | 133'000 | 133'000 | 59'007 | 59'007 | 87'801 CHF | 88'566 CHF | 100.00% | 100.00% |