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 | 0.79% | 1.27 CHF | 1.28 CHF | 310'000 | 310'000 | 166'131 | 166'131 | 215'611 CHF | 217'278 CHF | 99.90% | 99.90% |
19.11.2024 | 0.80% | 1.33 CHF | 1.34 CHF | 300'000 | 300'000 | 170'467 | 170'467 | 221'203 CHF | 222'924 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.32 CHF | 1.33 CHF | 300'000 | 300'000 | 172'943 | 172'943 | 219'693 CHF | 221'427 CHF | 99.89% | 99.89% |
15.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 310'000 | 310'000 | 174'211 | 174'211 | 219'789 CHF | 221'535 CHF | 99.90% | 99.90% |
14.11.2024 | 0.82% | 1.28 CHF | 1.29 CHF | 310'000 | 310'000 | 172'684 | 172'684 | 216'341 CHF | 218'075 CHF | 99.31% | 99.31% |
13.11.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 310'000 | 310'000 | 172'860 | 172'860 | 209'199 CHF | 210'934 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 1.24 CHF | 1.25 CHF | 310'000 | 310'000 | 172'860 | 172'860 | 210'329 CHF | 212'064 CHF | 99.98% | 99.98% |
11.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 310'000 | 310'000 | 173'125 | 173'125 | 214'391 CHF | 216'129 CHF | 99.65% | 99.65% |
08.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 310'000 | 310'000 | 171'996 | 171'996 | 220'388 CHF | 222'114 CHF | 98.30% | 98.30% |
07.11.2024 | 0.86% | 1.25 CHF | 1.26 CHF | 310'000 | 310'000 | 172'857 | 172'857 | 209'283 CHF | 211'018 CHF | 100.00% | 100.00% |