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 | 0.79% | 1.28 CHF | 1.29 CHF | 175'000 | 175'000 | 170'224 | 170'224 | 215'556 CHF | 217'258 CHF | 98.59% | 98.59% |
19.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 173'320 | 173'320 | 222'158 CHF | 223'891 CHF | 97.77% | 97.77% |
18.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 170'000 | 170'000 | 168'744 | 168'744 | 211'399 CHF | 213'086 CHF | 99.49% | 99.49% |
15.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 165'000 | 165'000 | 165'336 | 165'336 | 206'176 CHF | 207'830 CHF | 99.25% | 99.25% |
14.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 171'652 | 171'652 | 219'756 CHF | 221'472 CHF | 99.33% | 99.33% |
13.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 175'000 | 175'000 | 170'497 | 170'497 | 218'014 CHF | 219'719 CHF | 99.08% | 99.08% |
12.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 169'292 | 169'292 | 213'051 CHF | 214'744 CHF | 98.96% | 98.96% |
11.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 165'000 | 165'000 | 169'132 | 169'132 | 212'797 CHF | 214'488 CHF | 99.43% | 99.43% |
08.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 168'532 | 168'532 | 212'597 CHF | 214'282 CHF | 98.17% | 98.17% |
07.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 169'297 | 169'297 | 216'211 CHF | 217'904 CHF | 99.70% | 99.70% |