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 | 0.65% | 1.54 CHF | 1.55 CHF | 380'000 | 380'000 | 207'455 | 207'455 | 324'780 CHF | 326'861 CHF | 99.90% | 99.90% |
19.11.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 380'000 | 380'000 | 210'096 | 210'096 | 328'732 CHF | 330'853 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 380'000 | 380'000 | 212'578 | 212'578 | 328'332 CHF | 330'464 CHF | 99.90% | 99.90% |
15.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 380'000 | 380'000 | 212'689 | 212'689 | 327'196 CHF | 329'326 CHF | 99.90% | 99.90% |
14.11.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 380'000 | 380'000 | 211'011 | 211'011 | 323'376 CHF | 325'494 CHF | 99.32% | 99.32% |
13.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 390'000 | 390'000 | 215'290 | 215'290 | 321'714 CHF | 323'876 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 1.52 CHF | 1.53 CHF | 390'000 | 390'000 | 215'371 | 215'371 | 322'746 CHF | 324'908 CHF | 99.78% | 99.78% |
11.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 390'000 | 390'000 | 213'441 | 213'441 | 323'166 CHF | 325'308 CHF | 99.65% | 99.65% |
08.11.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 390'000 | 390'000 | 212'540 | 212'540 | 328'165 CHF | 330'298 CHF | 99.16% | 99.16% |
07.11.2024 | 0.69% | 1.52 CHF | 1.53 CHF | 390'000 | 390'000 | 215'288 | 215'288 | 320'727 CHF | 322'888 CHF | 100.00% | 100.00% |