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 | 0.70% | 1.48 CHF | 1.49 CHF | 310'000 | 310'000 | 137'349 | 137'349 | 200'945 CHF | 202'321 CHF | 99.90% | 99.90% |
19.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 305'000 | 305'000 | 132'812 | 132'812 | 191'914 CHF | 193'245 CHF | 99.84% | 99.84% |
18.11.2024 | 0.72% | 1.45 CHF | 1.46 CHF | 305'000 | 305'000 | 132'915 | 132'915 | 190'036 CHF | 191'368 CHF | 99.83% | 99.83% |
15.11.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 295'000 | 295'000 | 116'788 | 116'788 | 165'462 CHF | 166'632 CHF | 99.28% | 99.28% |
14.11.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 295'000 | 295'000 | 131'680 | 131'680 | 186'739 CHF | 188'058 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 295'000 | 295'000 | 131'636 | 131'636 | 184'976 CHF | 186'294 CHF | 99.95% | 99.95% |
12.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 295'000 | 295'000 | 131'911 | 131'911 | 185'475 CHF | 186'797 CHF | 99.86% | 99.86% |
11.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 295'000 | 295'000 | 132'280 | 132'280 | 185'758 CHF | 187'083 CHF | 99.38% | 99.38% |
08.11.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 300'000 | 300'000 | 134'666 | 134'666 | 188'848 CHF | 190'197 CHF | 99.82% | 99.82% |
07.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300'000 | 300'000 | 130'965 | 130'965 | 183'702 CHF | 185'014 CHF | 99.72% | 99.72% |