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 | 0.67% | 1.49 CHF | 1.50 CHF | 275'000 | 275'000 | 268'988 | 268'988 | 398'825 CHF | 401'515 CHF | 99.47% | 99.47% |
19.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 265'000 | 265'000 | 260'822 | 260'822 | 376'854 CHF | 379'463 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 255'000 | 255'000 | 253'757 | 253'757 | 360'712 CHF | 363'249 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 255'000 | 255'000 | 253'094 | 253'094 | 359'361 CHF | 361'892 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 255'000 | 255'000 | 254'942 | 254'942 | 363'977 CHF | 366'526 CHF | 99.39% | 99.39% |
13.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 260'000 | 260'000 | 255'166 | 255'166 | 364'203 CHF | 366'754 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 255'000 | 255'000 | 244'733 | 244'733 | 340'531 CHF | 342'984 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250'000 | 250'000 | 248'429 | 248'429 | 347'476 CHF | 349'961 CHF | 99.24% | 99.24% |
08.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250'000 | 250'000 | 248'182 | 248'182 | 347'428 CHF | 349'910 CHF | 100.00% | 100.00% |
07.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 240'000 | 240'000 | 243'382 | 243'382 | 338'503 CHF | 340'937 CHF | 99.40% | 99.40% |