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 | 0.65% | 1.50 CHF | 1.51 CHF | 120'000 | 120'000 | 119'765 | 119'765 | 183'719 CHF | 184'919 CHF | 92.12% | 92.12% |
19.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 120'000 | 120'000 | 119'676 | 119'676 | 167'137 CHF | 168'337 CHF | 91.52% | 91.52% |
18.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 120'000 | 120'000 | 119'851 | 119'851 | 169'414 CHF | 170'614 CHF | 91.63% | 91.63% |
15.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 120'000 | 120'000 | 119'981 | 119'981 | 173'180 CHF | 174'380 CHF | 94.50% | 94.50% |
14.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 120'000 | 120'000 | 119'942 | 119'942 | 176'315 CHF | 177'515 CHF | 94.44% | 94.44% |
13.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 120'000 | 120'000 | 119'767 | 119'767 | 179'750 CHF | 180'949 CHF | 92.43% | 92.43% |
12.11.2024 | 0.64% | 1.50 CHF | 1.51 CHF | 120'000 | 120'000 | 119'393 | 119'393 | 186'210 CHF | 187'406 CHF | 92.41% | 92.41% |
11.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 110'000 | 110'000 | 109'943 | 109'943 | 177'664 CHF | 178'765 CHF | 95.51% | 95.51% |
08.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 120'000 | 120'000 | 119'917 | 119'917 | 184'472 CHF | 185'672 CHF | 90.14% | 90.14% |
07.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 120'000 | 120'000 | 119'937 | 119'937 | 186'176 CHF | 187'376 CHF | 92.24% | 92.24% |