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 | 0.77% | 1.31 CHF | 1.32 CHF | 275'000 | 275'000 | 268'988 | 268'988 | 349'287 CHF | 351'977 CHF | 99.47% | 99.47% |
19.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 265'000 | 265'000 | 260'823 | 260'823 | 329'154 CHF | 331'762 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 255'000 | 255'000 | 253'757 | 253'757 | 313'810 CHF | 316'347 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 255'000 | 255'000 | 253'095 | 253'095 | 312'354 CHF | 314'885 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 255'000 | 255'000 | 254'941 | 254'941 | 317'406 CHF | 319'956 CHF | 99.34% | 99.34% |
13.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 260'000 | 260'000 | 255'167 | 255'167 | 317'149 CHF | 319'701 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 255'000 | 255'000 | 244'733 | 244'733 | 295'786 CHF | 298'239 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 250'000 | 250'000 | 248'430 | 248'430 | 301'799 CHF | 304'284 CHF | 99.24% | 99.24% |
08.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 250'000 | 250'000 | 248'181 | 248'181 | 301'713 CHF | 304'195 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 240'000 | 240'000 | 243'382 | 243'382 | 293'319 CHF | 295'753 CHF | 99.40% | 99.40% |