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 | 0.73% | 1.41 CHF | 1.42 CHF | 310'000 | 310'000 | 137'352 | 137'352 | 192'504 CHF | 193'880 CHF | 99.90% | 99.90% |
19.11.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 305'000 | 305'000 | 132'793 | 132'793 | 183'733 CHF | 185'064 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 305'000 | 305'000 | 133'018 | 133'018 | 181'664 CHF | 182'997 CHF | 99.90% | 99.90% |
15.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 295'000 | 295'000 | 116'870 | 116'870 | 158'141 CHF | 159'312 CHF | 99.45% | 99.45% |
14.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 295'000 | 295'000 | 131'680 | 131'680 | 178'257 CHF | 179'576 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 295'000 | 295'000 | 131'706 | 131'706 | 176'507 CHF | 177'827 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 295'000 | 295'000 | 131'913 | 131'913 | 177'268 CHF | 178'589 CHF | 99.85% | 99.85% |
11.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 295'000 | 295'000 | 132'689 | 132'689 | 178'139 CHF | 179'468 CHF | 99.56% | 99.56% |
08.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 300'000 | 300'000 | 135'408 | 135'408 | 181'575 CHF | 182'932 CHF | 99.15% | 99.15% |
07.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 300'000 | 300'000 | 130'874 | 130'874 | 175'508 CHF | 176'819 CHF | 99.90% | 99.90% |