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 | 0.60% | 1.63 CHF | 1.64 CHF | 160'000 | 160'000 | 159'678 | 159'678 | 265'646 CHF | 267'242 CHF | 99.44% | 99.44% |
19.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 164'000 | 164'000 | 162'721 | 162'721 | 262'129 CHF | 263'756 CHF | 99.41% | 99.41% |
18.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 268'930 CHF | 270'524 CHF | 99.88% | 99.88% |
15.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 266'119 CHF | 267'712 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 261'781 CHF | 263'394 CHF | 98.53% | 98.53% |
13.11.2024 | 0.62% | 1.54 CHF | 1.55 CHF | 164'000 | 164'000 | 162'908 | 162'908 | 260'310 CHF | 261'939 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 164'000 | 164'000 | 159'819 | 159'819 | 265'003 CHF | 266'601 CHF | 99.90% | 99.90% |
11.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 263'486 CHF | 265'084 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 164'000 | 164'000 | 162'820 | 162'820 | 256'744 CHF | 258'372 CHF | 98.51% | 98.51% |
07.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 160'000 | 160'000 | 156'114 | 156'114 | 268'370 CHF | 269'931 CHF | 100.00% | 100.00% |