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 | 0.66% | 1.50 CHF | 1.51 CHF | 420'000 | 420'000 | 184'990 | 184'990 | 283'528 CHF | 285'384 CHF | 99.28% | 99.28% |
19.11.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 420'000 | 420'000 | 187'539 | 187'539 | 282'099 CHF | 283'978 CHF | 99.09% | 99.09% |
18.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 415'000 | 415'000 | 183'098 | 183'098 | 284'298 CHF | 286'132 CHF | 98.66% | 98.66% |
15.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 415'000 | 415'000 | 176'790 | 176'790 | 288'028 CHF | 289'809 CHF | 98.30% | 98.30% |
14.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 400'000 | 400'000 | 171'356 | 171'356 | 298'360 CHF | 300'077 CHF | 98.67% | 98.67% |
13.11.2024 | 0.62% | 1.70 CHF | 1.71 CHF | 400'000 | 400'000 | 178'187 | 178'187 | 295'979 CHF | 297'764 CHF | 99.05% | 99.05% |
12.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 410'000 | 410'000 | 182'226 | 182'226 | 292'730 CHF | 294'555 CHF | 99.08% | 99.08% |
11.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 410'000 | 410'000 | 179'531 | 179'531 | 291'750 CHF | 293'548 CHF | 98.85% | 98.85% |
08.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 410'000 | 410'000 | 182'121 | 182'121 | 297'250 CHF | 299'075 CHF | 99.29% | 99.29% |
07.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 410'000 | 410'000 | 181'315 | 181'315 | 294'469 CHF | 296'286 CHF | 98.01% | 98.01% |