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 | 0.71% | 1.40 CHF | 1.41 CHF | 420'000 | 420'000 | 186'228 | 186'228 | 266'458 CHF | 268'327 CHF | 99.90% | 99.90% |
19.11.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 420'000 | 420'000 | 188'325 | 188'325 | 264'265 CHF | 266'152 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 415'000 | 415'000 | 184'941 | 184'941 | 268'409 CHF | 270'262 CHF | 99.90% | 99.90% |
15.11.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 415'000 | 415'000 | 179'081 | 179'081 | 273'336 CHF | 275'141 CHF | 99.69% | 99.69% |
14.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 400'000 | 400'000 | 173'674 | 173'674 | 284'688 CHF | 286'428 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 1.60 CHF | 1.61 CHF | 400'000 | 400'000 | 180'188 | 180'188 | 281'121 CHF | 282'926 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 410'000 | 410'000 | 183'116 | 183'116 | 275'666 CHF | 277'500 CHF | 100.00% | 100.00% |
11.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 410'000 | 410'000 | 181'955 | 181'955 | 277'360 CHF | 279'183 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 410'000 | 410'000 | 183'227 | 183'227 | 280'748 CHF | 282'584 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 1.56 CHF | 1.57 CHF | 410'000 | 410'000 | 183'094 | 183'094 | 279'151 CHF | 280'986 CHF | 99.33% | 99.33% |