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 | 1.00% | 1.03 CHF | 1.04 CHF | 310'000 | 310'000 | 137'343 | 137'343 | 140'321 CHF | 141'697 CHF | 99.89% | 99.89% |
19.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 305'000 | 305'000 | 132'789 | 132'789 | 133'440 CHF | 134'770 CHF | 100.00% | 100.00% |
18.11.2024 | 1.04% | 1.01 CHF | 1.02 CHF | 305'000 | 305'000 | 133'009 | 133'009 | 131'227 CHF | 132'560 CHF | 99.89% | 99.89% |
15.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 295'000 | 295'000 | 116'867 | 116'867 | 113'725 CHF | 114'896 CHF | 99.45% | 99.45% |
14.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 295'000 | 295'000 | 131'680 | 131'680 | 128'120 CHF | 129'439 CHF | 100.00% | 100.00% |
13.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 295'000 | 295'000 | 131'710 | 131'710 | 126'756 CHF | 128'076 CHF | 100.00% | 100.00% |
12.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 295'000 | 295'000 | 131'910 | 131'910 | 127'415 CHF | 128'736 CHF | 99.85% | 99.85% |
11.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 295'000 | 295'000 | 132'670 | 132'670 | 127'940 CHF | 129'269 CHF | 99.59% | 99.59% |
08.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300'000 | 300'000 | 135'365 | 135'365 | 130'980 CHF | 132'336 CHF | 99.23% | 99.23% |
07.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300'000 | 300'000 | 130'874 | 130'874 | 126'347 CHF | 127'658 CHF | 99.90% | 99.90% |