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 | 0.85% | 1.15 CHF | 1.16 CHF | 340'000 | 340'000 | 152'712 | 152'712 | 181'488 CHF | 183'021 CHF | 97.47% | 97.47% |
19.11.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 340'000 | 340'000 | 154'619 | 154'619 | 178'439 CHF | 179'990 CHF | 97.22% | 97.22% |
18.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 340'000 | 340'000 | 151'907 | 151'907 | 184'041 CHF | 185'563 CHF | 96.72% | 96.72% |
15.11.2024 | 0.77% | 1.22 CHF | 1.23 CHF | 340'000 | 340'000 | 144'990 | 144'990 | 189'383 CHF | 190'845 CHF | 96.04% | 96.04% |
14.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 330'000 | 330'000 | 136'292 | 136'292 | 196'778 CHF | 198'147 CHF | 96.22% | 96.22% |
13.11.2024 | 0.77% | 1.40 CHF | 1.41 CHF | 330'000 | 330'000 | 148'586 | 148'586 | 199'992 CHF | 201'485 CHF | 98.31% | 98.31% |
12.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 330'000 | 330'000 | 150'398 | 150'398 | 192'377 CHF | 193'886 CHF | 98.14% | 98.14% |
11.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 330'000 | 330'000 | 147'699 | 147'699 | 192'784 CHF | 194'268 CHF | 97.53% | 97.53% |
08.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 330'000 | 330'000 | 150'307 | 150'307 | 197'880 CHF | 199'389 CHF | 98.95% | 98.95% |
07.11.2024 | 0.80% | 1.35 CHF | 1.36 CHF | 330'000 | 330'000 | 148'698 | 148'698 | 194'121 CHF | 195'616 CHF | 97.72% | 97.72% |