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 | 1.11% | 0.93 CHF | 0.94 CHF | 310'000 | 310'000 | 137'353 | 137'353 | 125'553 CHF | 126'929 CHF | 99.90% | 99.90% |
19.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 305'000 | 305'000 | 132'786 | 132'786 | 119'388 CHF | 120'718 CHF | 100.00% | 100.00% |
18.11.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 305'000 | 305'000 | 133'019 | 133'019 | 117'044 CHF | 118'377 CHF | 99.90% | 99.90% |
15.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 295'000 | 295'000 | 116'872 | 116'872 | 101'116 CHF | 102'288 CHF | 99.45% | 99.45% |
14.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 295'000 | 295'000 | 131'687 | 131'687 | 114'176 CHF | 115'495 CHF | 100.00% | 100.00% |
13.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 295'000 | 295'000 | 131'700 | 131'700 | 113'017 CHF | 114'337 CHF | 100.00% | 100.00% |
12.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 295'000 | 295'000 | 131'914 | 131'914 | 113'004 CHF | 114'325 CHF | 99.85% | 99.85% |
11.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 295'000 | 295'000 | 132'681 | 132'681 | 113'801 CHF | 115'130 CHF | 99.56% | 99.56% |
08.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 135'406 | 135'406 | 116'637 CHF | 117'994 CHF | 99.16% | 99.16% |
07.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 130'875 | 130'875 | 112'750 CHF | 114'061 CHF | 99.90% | 99.90% |