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 | 1.09% | 1.35 CHF | 1.36 CHF | 132'000 | 132'000 | 58'465 | 58'465 | 81'746 CHF | 82'507 CHF | 99.38% | 99.38% |
19.11.2024 | 1.09% | 1.41 CHF | 1.42 CHF | 131'000 | 131'000 | 58'561 | 58'561 | 82'416 CHF | 83'177 CHF | 99.99% | 99.99% |
18.11.2024 | 1.08% | 1.43 CHF | 1.44 CHF | 130'000 | 130'000 | 58'142 | 58'142 | 82'701 CHF | 83'457 CHF | 99.76% | 99.76% |
15.11.2024 | 1.09% | 1.43 CHF | 1.44 CHF | 130'000 | 130'000 | 58'117 | 58'117 | 82'851 CHF | 83'607 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 1.43 CHF | 1.44 CHF | 130'000 | 130'000 | 58'195 | 58'195 | 83'615 CHF | 84'375 CHF | 98.45% | 98.45% |
13.11.2024 | 1.04% | 1.43 CHF | 1.44 CHF | 130'000 | 130'000 | 57'506 | 57'506 | 84'349 CHF | 85'097 CHF | 99.00% | 99.00% |
12.11.2024 | 1.03% | 1.50 CHF | 1.51 CHF | 128'000 | 128'000 | 57'701 | 57'701 | 86'433 CHF | 87'182 CHF | 99.88% | 99.88% |
11.11.2024 | 1.05% | 1.52 CHF | 1.53 CHF | 128'000 | 128'000 | 57'671 | 57'671 | 86'273 CHF | 87'025 CHF | 99.76% | 99.76% |
08.11.2024 | 1.10% | 1.46 CHF | 1.47 CHF | 130'000 | 130'000 | 59'197 | 59'197 | 83'871 CHF | 84'639 CHF | 99.04% | 99.04% |
07.11.2024 | 1.09% | 1.39 CHF | 1.40 CHF | 133'000 | 133'000 | 59'093 | 59'093 | 83'410 CHF | 84'176 CHF | 99.86% | 99.86% |