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 | 0.90% | 1.12 CHF | 1.13 CHF | 275'000 | 275'000 | 268'991 | 268'991 | 297'933 CHF | 300'623 CHF | 99.47% | 99.47% |
19.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 265'000 | 265'000 | 260'823 | 260'823 | 279'485 CHF | 282'093 CHF | 100.00% | 100.00% |
18.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 255'000 | 255'000 | 253'757 | 253'757 | 265'457 CHF | 267'994 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 255'000 | 255'000 | 253'095 | 253'095 | 263'547 CHF | 266'078 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 255'000 | 255'000 | 254'941 | 254'941 | 268'572 CHF | 271'121 CHF | 98.97% | 98.97% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 260'000 | 260'000 | 255'166 | 255'166 | 268'218 CHF | 270'770 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 255'000 | 255'000 | 244'557 | 244'557 | 248'754 CHF | 251'206 CHF | 96.13% | 96.13% |
11.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 248'429 | 248'429 | 254'239 CHF | 256'724 CHF | 99.24% | 99.24% |
08.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 248'143 | 248'143 | 253'884 CHF | 256'366 CHF | 94.31% | 94.31% |
07.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 240'000 | 240'000 | 243'383 | 243'383 | 246'527 CHF | 248'961 CHF | 99.40% | 99.40% |