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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.79% | 1.37 CHF | 1.38 CHF | 420'000 | 420'000 | 189'825 | 189'825 | 249'986 CHF | 251'893 CHF | 99.98% | 99.98% |
25.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 430'000 | 430'000 | 193'805 | 193'805 | 241'128 CHF | 243'070 CHF | 99.50% | 99.50% |
22.11.2024 | 1.25% | 1.23 CHF | 1.24 CHF | 430'000 | 430'000 | 161'566 | 161'566 | 198'535 CHF | 200'447 CHF | 98.32% | 98.32% |
20.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 430'000 | 430'000 | 191'162 | 191'162 | 248'541 CHF | 250'459 CHF | 99.08% | 99.08% |
19.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 430'000 | 430'000 | 193'201 | 193'201 | 245'745 CHF | 247'682 CHF | 98.00% | 98.00% |
18.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 420'000 | 420'000 | 188'796 | 188'796 | 249'149 CHF | 251'040 CHF | 98.76% | 98.76% |
15.11.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 420'000 | 420'000 | 183'700 | 183'700 | 256'412 CHF | 258'264 CHF | 97.28% | 97.28% |
14.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 410'000 | 410'000 | 171'802 | 171'802 | 258'842 CHF | 260'568 CHF | 97.90% | 97.90% |
13.11.2024 | 0.73% | 1.47 CHF | 1.48 CHF | 410'000 | 410'000 | 183'109 | 183'109 | 261'224 CHF | 263'063 CHF | 98.29% | 98.29% |
12.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 420'000 | 420'000 | 187'172 | 187'172 | 256'741 CHF | 258'619 CHF | 98.99% | 98.99% |