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 | 0.69% | 1.45 CHF | 1.46 CHF | 275'000 | 275'000 | 268'990 | 268'990 | 386'854 CHF | 389'544 CHF | 99.47% | 99.47% |
19.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 265'000 | 265'000 | 260'824 | 260'824 | 365'608 CHF | 368'216 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 255'000 | 255'000 | 253'757 | 253'757 | 349'398 CHF | 351'935 CHF | 100.00% | 100.00% |
15.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 255'000 | 255'000 | 253'094 | 253'094 | 348'032 CHF | 350'563 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 255'000 | 255'000 | 254'939 | 254'939 | 353'185 CHF | 355'735 CHF | 98.94% | 98.94% |
13.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 260'000 | 260'000 | 255'166 | 255'166 | 352'980 CHF | 355'532 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 255'000 | 255'000 | 244'720 | 244'720 | 330'066 CHF | 332'519 CHF | 99.54% | 99.54% |
11.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 250'000 | 250'000 | 248'429 | 248'429 | 336'717 CHF | 339'202 CHF | 99.24% | 99.24% |
08.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 250'000 | 250'000 | 248'201 | 248'201 | 336'777 CHF | 339'259 CHF | 97.47% | 97.47% |
07.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 240'000 | 240'000 | 243'383 | 243'383 | 327'735 CHF | 330'169 CHF | 99.40% | 99.40% |