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 | 1.28% | 1.15 CHF | 1.16 CHF | 132'000 | 132'000 | 58'465 | 58'465 | 69'932 CHF | 70'692 CHF | 99.38% | 99.38% |
19.11.2024 | 1.27% | 1.21 CHF | 1.22 CHF | 131'000 | 131'000 | 58'560 | 58'560 | 70'620 CHF | 71'380 CHF | 99.99% | 99.99% |
18.11.2024 | 1.26% | 1.22 CHF | 1.23 CHF | 130'000 | 130'000 | 58'116 | 58'116 | 70'919 CHF | 71'675 CHF | 99.71% | 99.71% |
15.11.2024 | 1.27% | 1.23 CHF | 1.24 CHF | 130'000 | 130'000 | 58'103 | 58'103 | 71'057 CHF | 71'813 CHF | 100.00% | 100.00% |
14.11.2024 | 1.25% | 1.22 CHF | 1.23 CHF | 130'000 | 130'000 | 58'296 | 58'296 | 72'018 CHF | 72'778 CHF | 98.60% | 98.60% |
13.11.2024 | 1.20% | 1.22 CHF | 1.23 CHF | 130'000 | 130'000 | 57'434 | 57'434 | 72'707 CHF | 73'454 CHF | 99.02% | 99.02% |
12.11.2024 | 1.19% | 1.30 CHF | 1.31 CHF | 128'000 | 128'000 | 57'704 | 57'704 | 74'851 CHF | 75'599 CHF | 99.87% | 99.87% |
11.11.2024 | 1.21% | 1.32 CHF | 1.33 CHF | 128'000 | 128'000 | 57'666 | 57'666 | 74'722 CHF | 75'473 CHF | 99.76% | 99.76% |
08.11.2024 | 1.28% | 1.26 CHF | 1.27 CHF | 130'000 | 130'000 | 59'195 | 59'195 | 72'135 CHF | 72'903 CHF | 99.04% | 99.04% |
07.11.2024 | 1.26% | 1.19 CHF | 1.20 CHF | 133'000 | 133'000 | 59'042 | 59'042 | 71'615 CHF | 72'380 CHF | 99.96% | 99.96% |