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 | 1.19% | 1.23 CHF | 1.24 CHF | 132'000 | 132'000 | 58'455 | 58'455 | 74'806 CHF | 75'566 CHF | 99.33% | 99.33% |
19.11.2024 | 1.19% | 1.29 CHF | 1.30 CHF | 131'000 | 131'000 | 58'577 | 58'577 | 75'489 CHF | 76'249 CHF | 100.00% | 100.00% |
18.11.2024 | 1.18% | 1.31 CHF | 1.32 CHF | 130'000 | 130'000 | 58'169 | 58'169 | 75'837 CHF | 76'594 CHF | 99.77% | 99.77% |
15.11.2024 | 1.19% | 1.31 CHF | 1.32 CHF | 130'000 | 130'000 | 58'118 | 58'118 | 75'922 CHF | 76'678 CHF | 100.00% | 100.00% |
14.11.2024 | 1.17% | 1.31 CHF | 1.32 CHF | 130'000 | 130'000 | 58'306 | 58'306 | 76'807 CHF | 77'567 CHF | 98.60% | 98.60% |
13.11.2024 | 1.12% | 1.31 CHF | 1.32 CHF | 130'000 | 130'000 | 57'752 | 57'752 | 77'889 CHF | 78'637 CHF | 99.80% | 99.80% |
12.11.2024 | 1.12% | 1.39 CHF | 1.40 CHF | 128'000 | 128'000 | 57'702 | 57'702 | 79'617 CHF | 80'366 CHF | 99.88% | 99.88% |
11.11.2024 | 1.14% | 1.40 CHF | 1.41 CHF | 128'000 | 128'000 | 57'767 | 57'767 | 79'607 CHF | 80'359 CHF | 99.90% | 99.90% |
08.11.2024 | 1.20% | 1.34 CHF | 1.35 CHF | 130'000 | 130'000 | 59'199 | 59'199 | 76'967 CHF | 77'734 CHF | 99.05% | 99.05% |
07.11.2024 | 1.18% | 1.27 CHF | 1.28 CHF | 133'000 | 133'000 | 59'030 | 59'030 | 76'485 CHF | 77'250 CHF | 100.00% | 100.00% |