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 | 1.11% | 1.33 CHF | 1.34 CHF | 132'000 | 132'000 | 58'455 | 58'455 | 80'788 CHF | 81'548 CHF | 99.33% | 99.33% |
19.11.2024 | 1.10% | 1.39 CHF | 1.40 CHF | 131'000 | 131'000 | 58'566 | 58'566 | 81'424 CHF | 82'184 CHF | 100.00% | 100.00% |
18.11.2024 | 1.09% | 1.41 CHF | 1.42 CHF | 130'000 | 130'000 | 58'169 | 58'169 | 81'853 CHF | 82'610 CHF | 99.77% | 99.77% |
15.11.2024 | 1.10% | 1.41 CHF | 1.42 CHF | 130'000 | 130'000 | 58'118 | 58'118 | 81'851 CHF | 82'607 CHF | 100.00% | 100.00% |
14.11.2024 | 1.09% | 1.41 CHF | 1.42 CHF | 130'000 | 130'000 | 58'302 | 58'302 | 82'820 CHF | 83'580 CHF | 98.57% | 98.57% |
13.11.2024 | 1.05% | 1.41 CHF | 1.42 CHF | 130'000 | 130'000 | 57'751 | 57'751 | 83'828 CHF | 84'577 CHF | 99.80% | 99.80% |
12.11.2024 | 1.04% | 1.49 CHF | 1.50 CHF | 128'000 | 128'000 | 57'701 | 57'701 | 85'512 CHF | 86'261 CHF | 99.88% | 99.88% |
11.11.2024 | 1.06% | 1.50 CHF | 1.51 CHF | 128'000 | 128'000 | 57'767 | 57'767 | 85'459 CHF | 86'212 CHF | 99.90% | 99.90% |
08.11.2024 | 1.11% | 1.44 CHF | 1.45 CHF | 130'000 | 130'000 | 59'198 | 59'198 | 82'918 CHF | 83'685 CHF | 99.05% | 99.05% |
07.11.2024 | 1.10% | 1.37 CHF | 1.38 CHF | 133'000 | 133'000 | 59'007 | 59'007 | 82'380 CHF | 83'145 CHF | 100.00% | 100.00% |