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 | 0.76% | 1.32 CHF | 1.33 CHF | 180'000 | 180'000 | 68'730 | 68'730 | 92'217 CHF | 92'906 CHF | 99.63% | 99.63% |
19.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 180'000 | 180'000 | 68'876 | 68'876 | 90'464 CHF | 91'154 CHF | 99.61% | 99.61% |
18.11.2024 | 0.78% | 1.34 CHF | 1.35 CHF | 180'000 | 180'000 | 69'120 | 69'120 | 89'893 CHF | 90'586 CHF | 99.16% | 99.16% |
15.11.2024 | 0.74% | 1.29 CHF | 1.30 CHF | 180'000 | 180'000 | 68'580 | 68'580 | 92'810 CHF | 93'498 CHF | 99.08% | 99.08% |
14.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 170'000 | 170'000 | 64'719 | 64'719 | 96'883 CHF | 97'533 CHF | 99.39% | 99.39% |
13.11.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 170'000 | 170'000 | 63'794 | 63'794 | 99'152 CHF | 99'792 CHF | 99.20% | 99.20% |
12.11.2024 | 0.60% | 1.56 CHF | 1.57 CHF | 170'000 | 170'000 | 60'466 | 60'466 | 99'299 CHF | 99'906 CHF | 97.83% | 97.83% |
11.11.2024 | 0.54% | 1.79 CHF | 1.80 CHF | 160'000 | 160'000 | 60'801 | 60'801 | 112'524 CHF | 113'135 CHF | 98.81% | 98.81% |
08.11.2024 | 0.53% | 1.98 CHF | 1.99 CHF | 160'000 | 160'000 | 60'101 | 60'101 | 117'455 CHF | 118'059 CHF | 99.45% | 99.45% |
07.11.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 160'000 | 160'000 | 61'403 | 61'403 | 121'627 CHF | 122'245 CHF | 98.41% | 98.41% |