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 | 0.74% | 1.38 CHF | 1.39 CHF | 310'000 | 310'000 | 137'346 | 137'346 | 188'445 CHF | 189'821 CHF | 99.89% | 99.89% |
19.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 305'000 | 305'000 | 132'790 | 132'790 | 179'859 CHF | 181'189 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 305'000 | 305'000 | 133'013 | 133'013 | 178'050 CHF | 179'383 CHF | 99.89% | 99.89% |
15.11.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 295'000 | 295'000 | 116'868 | 116'868 | 154'847 CHF | 156'018 CHF | 99.45% | 99.45% |
14.11.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 295'000 | 295'000 | 131'693 | 131'693 | 174'717 CHF | 176'036 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 295'000 | 295'000 | 131'710 | 131'710 | 172'951 CHF | 174'270 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 295'000 | 295'000 | 131'914 | 131'914 | 173'556 CHF | 174'878 CHF | 99.86% | 99.86% |
11.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 295'000 | 295'000 | 132'671 | 132'671 | 174'336 CHF | 175'666 CHF | 99.59% | 99.59% |
08.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 300'000 | 300'000 | 135'365 | 135'365 | 177'679 CHF | 179'035 CHF | 99.23% | 99.23% |
07.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 300'000 | 300'000 | 130'873 | 130'873 | 171'834 CHF | 173'145 CHF | 99.90% | 99.90% |