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 | 0.76% | 1.33 CHF | 1.34 CHF | 275'000 | 275'000 | 268'991 | 268'991 | 354'566 CHF | 357'256 CHF | 99.47% | 99.47% |
19.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 265'000 | 265'000 | 260'824 | 260'824 | 334'331 CHF | 336'940 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 255'000 | 255'000 | 253'758 | 253'758 | 318'860 CHF | 321'397 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 255'000 | 255'000 | 253'094 | 253'094 | 317'367 CHF | 319'898 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 255'000 | 255'000 | 254'941 | 254'941 | 322'482 CHF | 325'031 CHF | 98.84% | 98.84% |
13.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 260'000 | 260'000 | 255'167 | 255'167 | 322'219 CHF | 324'771 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 255'000 | 255'000 | 244'718 | 244'718 | 300'642 CHF | 303'095 CHF | 99.44% | 99.44% |
11.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250'000 | 250'000 | 248'431 | 248'431 | 306'738 CHF | 309'223 CHF | 99.24% | 99.24% |
08.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250'000 | 250'000 | 248'142 | 248'142 | 306'669 CHF | 309'151 CHF | 95.75% | 95.75% |
07.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 240'000 | 240'000 | 243'383 | 243'383 | 298'186 CHF | 300'619 CHF | 99.40% | 99.40% |