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 | 1.13% | 0.85 CHF | 0.86 CHF | 320'000 | 320'000 | 173'594 | 173'594 | 154'232 CHF | 155'971 CHF | 99.44% | 99.44% |
19.11.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 320'000 | 320'000 | 175'643 | 175'643 | 149'192 CHF | 150'952 CHF | 98.43% | 98.43% |
18.11.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 320'000 | 320'000 | 177'016 | 177'016 | 146'900 CHF | 148'674 CHF | 99.54% | 99.54% |
15.11.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 325'000 | 325'000 | 174'041 | 174'041 | 147'211 CHF | 148'955 CHF | 98.36% | 98.36% |
14.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 320'000 | 320'000 | 166'689 | 166'689 | 153'307 CHF | 155'031 CHF | 98.65% | 98.65% |
13.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 315'000 | 315'000 | 170'528 | 170'528 | 163'071 CHF | 164'779 CHF | 99.61% | 99.61% |
12.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 315'000 | 315'000 | 170'674 | 170'674 | 162'147 CHF | 163'857 CHF | 99.51% | 99.51% |
11.11.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 315'000 | 315'000 | 171'977 | 171'977 | 159'749 CHF | 161'472 CHF | 99.13% | 99.13% |
08.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 315'000 | 315'000 | 173'234 | 173'234 | 161'605 CHF | 163'344 CHF | 98.52% | 98.52% |
07.11.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 315'000 | 315'000 | 175'050 | 175'050 | 158'696 CHF | 160'449 CHF | 98.86% | 98.86% |