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% | 1.71 CHF | 1.72 CHF | 310'000 | 310'000 | 166'134 | 166'134 | 288'612 CHF | 290'279 CHF | 99.90% | 99.90% |
19.11.2024 | 0.60% | 1.77 CHF | 1.78 CHF | 300'000 | 300'000 | 170'467 | 170'467 | 295'950 CHF | 297'671 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 1.76 CHF | 1.77 CHF | 300'000 | 300'000 | 172'942 | 172'942 | 295'824 CHF | 297'558 CHF | 99.89% | 99.89% |
15.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 310'000 | 310'000 | 174'211 | 174'211 | 296'594 CHF | 298'339 CHF | 99.90% | 99.90% |
14.11.2024 | 0.61% | 1.72 CHF | 1.73 CHF | 310'000 | 310'000 | 172'681 | 172'681 | 292'634 CHF | 294'367 CHF | 99.30% | 99.30% |
13.11.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 310'000 | 310'000 | 172'874 | 172'874 | 284'957 CHF | 286'692 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 310'000 | 310'000 | 172'940 | 172'940 | 286'047 CHF | 287'784 CHF | 99.79% | 99.79% |
11.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 310'000 | 310'000 | 173'126 | 173'126 | 290'139 CHF | 291'877 CHF | 99.66% | 99.66% |
08.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 310'000 | 310'000 | 171'051 | 171'051 | 293'205 CHF | 294'922 CHF | 98.52% | 98.52% |
07.11.2024 | 0.63% | 1.68 CHF | 1.69 CHF | 310'000 | 310'000 | 172'864 | 172'864 | 284'418 CHF | 286'153 CHF | 100.00% | 100.00% |