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 | 0.86% | 1.13 CHF | 1.14 CHF | 320'000 | 320'000 | 173'925 | 173'925 | 202'866 CHF | 204'609 CHF | 99.72% | 99.72% |
19.11.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 320'000 | 320'000 | 176'587 | 176'587 | 199'080 CHF | 200'849 CHF | 99.84% | 99.84% |
18.11.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 320'000 | 320'000 | 176'998 | 176'998 | 196'239 CHF | 198'012 CHF | 99.76% | 99.76% |
15.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 325'000 | 325'000 | 175'992 | 175'992 | 197'836 CHF | 199'599 CHF | 99.67% | 99.67% |
14.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 320'000 | 320'000 | 166'793 | 166'793 | 199'975 CHF | 201'705 CHF | 99.80% | 99.80% |
13.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 315'000 | 315'000 | 170'610 | 170'610 | 210'404 CHF | 212'113 CHF | 99.86% | 99.86% |
12.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 315'000 | 315'000 | 171'198 | 171'198 | 209'986 CHF | 211'701 CHF | 99.88% | 99.88% |
11.11.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 315'000 | 315'000 | 172'652 | 172'652 | 208'183 CHF | 209'913 CHF | 99.66% | 99.66% |
08.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 315'000 | 315'000 | 173'538 | 173'538 | 209'423 CHF | 211'165 CHF | 99.19% | 99.19% |
07.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 315'000 | 315'000 | 175'594 | 175'594 | 207'272 CHF | 209'031 CHF | 99.85% | 99.85% |