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 | 0.54% | 1.94 CHF | 1.95 CHF | 390'000 | 390'000 | 115'297 | 115'297 | 223'648 CHF | 224'810 CHF | 96.33% | 98.32% |
19.11.2024 | 0.57% | 1.84 CHF | 1.85 CHF | 400'000 | 400'000 | 135'169 | 135'169 | 244'445 CHF | 245'799 CHF | 98.11% | 98.11% |
18.11.2024 | 0.60% | 1.79 CHF | 1.80 CHF | 410'000 | 410'000 | 132'730 | 132'730 | 228'405 CHF | 229'734 CHF | 97.42% | 97.42% |
15.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 420'000 | 420'000 | 127'589 | 127'589 | 220'076 CHF | 221'354 CHF | 99.08% | 99.08% |
14.11.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 410'000 | 410'000 | 132'981 | 132'981 | 235'926 CHF | 237'261 CHF | 99.05% | 99.05% |
13.11.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 410'000 | 410'000 | 136'645 | 136'645 | 234'424 CHF | 235'795 CHF | 99.14% | 99.14% |
12.11.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 430'000 | 430'000 | 136'871 | 136'871 | 224'934 CHF | 226'309 CHF | 98.70% | 98.70% |
11.11.2024 | 0.69% | 1.61 CHF | 1.64 CHF | 43'000 | 43'000 | 126'227 | 126'227 | 201'076 CHF | 202'372 CHF | 99.32% | 99.32% |
08.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 450'000 | 450'000 | 140'778 | 140'778 | 219'987 CHF | 221'401 CHF | 98.74% | 98.74% |
07.11.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 450'000 | 450'000 | 141'926 | 141'926 | 215'091 CHF | 216'515 CHF | 99.24% | 99.24% |