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 | 0.84% | 1.19 CHF | 1.20 CHF | 275'000 | 275'000 | 268'990 | 268'990 | 318'313 CHF | 321'002 CHF | 99.47% | 99.47% |
19.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 265'000 | 265'000 | 260'824 | 260'824 | 298'947 CHF | 301'556 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 255'000 | 255'000 | 253'758 | 253'758 | 284'635 CHF | 287'172 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 255'000 | 255'000 | 253'094 | 253'094 | 283'427 CHF | 285'958 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 255'000 | 255'000 | 254'940 | 254'940 | 287'497 CHF | 290'046 CHF | 99.39% | 99.39% |
13.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 260'000 | 260'000 | 255'167 | 255'167 | 287'568 CHF | 290'120 CHF | 100.00% | 100.00% |
12.11.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 255'000 | 255'000 | 244'734 | 244'734 | 267'105 CHF | 269'558 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 250'000 | 250'000 | 248'429 | 248'429 | 272'749 CHF | 275'233 CHF | 99.24% | 99.24% |
08.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 250'000 | 250'000 | 248'182 | 248'182 | 272'715 CHF | 275'197 CHF | 100.00% | 100.00% |
07.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 240'000 | 240'000 | 243'383 | 243'383 | 264'885 CHF | 267'319 CHF | 99.40% | 99.40% |