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 | 0.62% | 1.57 CHF | 1.58 CHF | 160'000 | 160'000 | 159'678 | 159'678 | 255'434 CHF | 257'031 CHF | 99.48% | 99.48% |
19.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 164'000 | 164'000 | 162'721 | 162'721 | 251'656 CHF | 253'283 CHF | 99.41% | 99.41% |
18.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 258'713 CHF | 260'306 CHF | 99.90% | 99.90% |
15.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 255'869 CHF | 257'463 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 160'000 | 160'000 | 161'293 | 161'293 | 251'418 CHF | 253'031 CHF | 98.52% | 98.52% |
13.11.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 164'000 | 164'000 | 162'908 | 162'908 | 249'711 CHF | 251'340 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 254'757 CHF | 256'355 CHF | 99.88% | 99.88% |
11.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 160'000 | 160'000 | 159'795 | 159'795 | 253'281 CHF | 254'879 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 164'000 | 164'000 | 162'820 | 162'820 | 246'188 CHF | 247'816 CHF | 98.50% | 98.50% |
07.11.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 160'000 | 160'000 | 156'115 | 156'115 | 258'640 CHF | 260'201 CHF | 100.00% | 100.00% |