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 | 0.64% | 1.53 CHF | 1.54 CHF | 115'000 | 115'000 | 110'508 | 110'508 | 172'694 CHF | 173'799 CHF | 99.28% | 99.28% |
19.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 115'000 | 115'000 | 113'800 | 113'800 | 174'524 CHF | 175'662 CHF | 99.69% | 99.69% |
18.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 110'000 | 110'000 | 109'539 | 109'539 | 173'239 CHF | 174'334 CHF | 98.43% | 98.43% |
15.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 173'128 CHF | 174'223 CHF | 99.97% | 99.97% |
14.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 110'000 | 110'000 | 111'612 | 111'612 | 172'642 CHF | 173'758 CHF | 98.30% | 98.30% |
13.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 115'000 | 115'000 | 110'682 | 110'682 | 173'361 CHF | 174'467 CHF | 99.18% | 99.18% |
12.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 115'000 | 115'000 | 110'411 | 110'411 | 172'449 CHF | 173'554 CHF | 99.66% | 99.66% |
11.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 180'085 CHF | 181'181 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 176'246 CHF | 177'341 CHF | 99.04% | 99.04% |
07.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 110'000 | 110'000 | 109'543 | 109'543 | 181'326 CHF | 182'421 CHF | 99.19% | 99.19% |