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 | 0.66% | 1.59 CHF | 1.60 CHF | 390'000 | 390'000 | 115'800 | 115'800 | 183'960 CHF | 185'126 CHF | 96.41% | 98.31% |
19.11.2024 | 0.70% | 1.49 CHF | 1.50 CHF | 400'000 | 400'000 | 135'514 | 135'514 | 197'528 CHF | 198'885 CHF | 99.18% | 99.18% |
18.11.2024 | 0.75% | 1.44 CHF | 1.45 CHF | 410'000 | 410'000 | 134'107 | 134'107 | 183'522 CHF | 184'865 CHF | 98.29% | 98.29% |
15.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 430'000 | 430'000 | 137'635 | 137'635 | 189'033 CHF | 190'411 CHF | 99.07% | 99.07% |
14.11.2024 | 0.73% | 1.43 CHF | 1.44 CHF | 410'000 | 410'000 | 134'426 | 134'426 | 190'953 CHF | 192'302 CHF | 99.46% | 99.46% |
13.11.2024 | 0.76% | 1.39 CHF | 1.40 CHF | 410'000 | 410'000 | 135'956 | 135'956 | 185'546 CHF | 186'910 CHF | 99.14% | 99.14% |
12.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 430'000 | 430'000 | 138'174 | 138'174 | 178'667 CHF | 180'055 CHF | 99.47% | 99.47% |
11.11.2024 | 0.88% | 1.26 CHF | 1.29 CHF | 43'000 | 43'000 | 126'468 | 126'468 | 157'265 CHF | 158'563 CHF | 99.59% | 99.59% |
08.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 450'000 | 450'000 | 141'113 | 141'113 | 171'461 CHF | 172'878 CHF | 99.31% | 99.31% |
07.11.2024 | 0.89% | 1.19 CHF | 1.20 CHF | 450'000 | 450'000 | 142'619 | 142'619 | 166'667 CHF | 168'100 CHF | 99.53% | 99.53% |