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 | 1.03% | 0.93 CHF | 0.94 CHF | 340'000 | 340'000 | 153'457 | 153'457 | 148'909 CHF | 150'449 CHF | 98.31% | 98.31% |
19.11.2024 | 1.08% | 0.98 CHF | 0.99 CHF | 350'000 | 350'000 | 156'195 | 156'195 | 146'311 CHF | 147'876 CHF | 97.63% | 97.63% |
18.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 340'000 | 340'000 | 152'187 | 152'187 | 151'220 CHF | 152'745 CHF | 97.52% | 97.52% |
15.11.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 340'000 | 340'000 | 144'923 | 144'923 | 157'531 CHF | 158'992 CHF | 96.03% | 96.03% |
14.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 330'000 | 330'000 | 136'635 | 136'635 | 167'245 CHF | 168'618 CHF | 96.59% | 96.59% |
13.11.2024 | 0.92% | 1.18 CHF | 1.19 CHF | 330'000 | 330'000 | 148'422 | 148'422 | 167'332 CHF | 168'823 CHF | 98.25% | 98.25% |
12.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 340'000 | 340'000 | 153'646 | 153'646 | 162'947 CHF | 164'488 CHF | 98.42% | 98.42% |
11.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 340'000 | 340'000 | 150'236 | 150'236 | 163'356 CHF | 164'866 CHF | 98.42% | 98.42% |
08.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 340'000 | 340'000 | 151'541 | 151'541 | 166'990 CHF | 168'512 CHF | 98.28% | 98.28% |
07.11.2024 | 0.96% | 1.13 CHF | 1.14 CHF | 340'000 | 340'000 | 149'906 | 149'906 | 163'377 CHF | 164'883 CHF | 97.71% | 97.71% |