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 | 0.83% | 1.22 CHF | 1.23 CHF | 275'000 | 275'000 | 268'991 | 268'991 | 324'183 CHF | 326'873 CHF | 99.47% | 99.47% |
19.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 265'000 | 265'000 | 260'824 | 260'824 | 304'944 CHF | 307'552 CHF | 100.00% | 100.00% |
18.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 255'000 | 255'000 | 253'757 | 253'757 | 290'498 CHF | 293'036 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 255'000 | 255'000 | 253'095 | 253'095 | 288'542 CHF | 291'073 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 255'000 | 255'000 | 254'940 | 254'940 | 293'172 CHF | 295'722 CHF | 99.33% | 99.33% |
13.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 260'000 | 260'000 | 255'166 | 255'166 | 293'194 CHF | 295'745 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 255'000 | 255'000 | 244'730 | 244'730 | 272'628 CHF | 275'081 CHF | 99.86% | 99.86% |
11.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 250'000 | 250'000 | 248'429 | 248'429 | 278'456 CHF | 280'940 CHF | 99.24% | 99.24% |
08.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 250'000 | 250'000 | 248'184 | 248'184 | 278'244 CHF | 280'726 CHF | 99.00% | 99.00% |
07.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 240'000 | 240'000 | 243'383 | 243'383 | 270'401 CHF | 272'835 CHF | 99.40% | 99.40% |