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 | 1.20% | 0.83 CHF | 0.84 CHF | 350'000 | 350'000 | 133'072 | 133'072 | 112'158 CHF | 113'492 CHF | 99.55% | 99.55% |
19.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 360'000 | 360'000 | 134'646 | 134'646 | 111'503 CHF | 112'852 CHF | 99.33% | 99.33% |
18.11.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 350'000 | 350'000 | 135'154 | 135'154 | 111'027 CHF | 112'381 CHF | 98.78% | 98.78% |
15.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 350'000 | 350'000 | 132'375 | 132'375 | 112'354 CHF | 113'680 CHF | 98.82% | 98.82% |
14.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 340'000 | 340'000 | 121'061 | 121'061 | 111'555 CHF | 112'771 CHF | 98.42% | 98.42% |
13.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 340'000 | 340'000 | 118'548 | 118'548 | 112'427 CHF | 113'618 CHF | 98.25% | 98.25% |
12.11.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 340'000 | 340'000 | 115'878 | 115'878 | 114'802 CHF | 115'965 CHF | 96.44% | 96.44% |
11.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 320'000 | 320'000 | 115'644 | 115'644 | 126'615 CHF | 127'775 CHF | 97.68% | 97.68% |
08.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 310'000 | 310'000 | 112'852 | 112'852 | 129'440 CHF | 130'573 CHF | 98.88% | 98.88% |
07.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 310'000 | 310'000 | 114'105 | 114'105 | 132'449 CHF | 133'596 CHF | 97.94% | 97.94% |