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 | 0.59% | 1.72 CHF | 1.73 CHF | 380'000 | 380'000 | 207'457 | 207'457 | 361'371 CHF | 363'453 CHF | 99.90% | 99.90% |
19.11.2024 | 0.60% | 1.76 CHF | 1.77 CHF | 380'000 | 380'000 | 210'102 | 210'102 | 365'648 CHF | 367'769 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 1.76 CHF | 1.77 CHF | 380'000 | 380'000 | 212'573 | 212'573 | 365'726 CHF | 367'857 CHF | 99.89% | 99.89% |
15.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 380'000 | 380'000 | 212'723 | 212'723 | 364'904 CHF | 367'035 CHF | 99.90% | 99.90% |
14.11.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 380'000 | 380'000 | 210'925 | 210'925 | 360'283 CHF | 362'401 CHF | 99.36% | 99.36% |
13.11.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 390'000 | 390'000 | 215'302 | 215'302 | 359'443 CHF | 361'605 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.70 CHF | 1.71 CHF | 390'000 | 390'000 | 215'336 | 215'336 | 360'329 CHF | 362'491 CHF | 99.83% | 99.83% |
11.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 390'000 | 390'000 | 213'442 | 213'442 | 360'607 CHF | 362'749 CHF | 99.66% | 99.66% |
08.11.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 390'000 | 390'000 | 212'784 | 212'784 | 365'609 CHF | 367'744 CHF | 99.14% | 99.14% |
07.11.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 390'000 | 390'000 | 215'296 | 215'296 | 358'109 CHF | 360'270 CHF | 100.00% | 100.00% |