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 | 0.60% | 1.77 CHF | 1.78 CHF | 390'000 | 390'000 | 115'100 | 115'100 | 202'998 CHF | 204'158 CHF | 96.28% | 98.61% |
19.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 400'000 | 400'000 | 135'267 | 135'267 | 220'831 CHF | 222'185 CHF | 99.16% | 99.16% |
18.11.2024 | 0.67% | 1.61 CHF | 1.62 CHF | 410'000 | 410'000 | 132'884 | 132'884 | 205'315 CHF | 206'646 CHF | 98.31% | 98.31% |
15.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 430'000 | 430'000 | 136'799 | 136'799 | 212'173 CHF | 213'543 CHF | 98.72% | 98.72% |
14.11.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 410'000 | 410'000 | 132'359 | 132'359 | 211'313 CHF | 212'643 CHF | 98.93% | 98.93% |
13.11.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 410'000 | 410'000 | 137'514 | 137'514 | 211'791 CHF | 213'172 CHF | 99.64% | 99.64% |
12.11.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 430'000 | 430'000 | 137'266 | 137'266 | 201'708 CHF | 203'087 CHF | 98.98% | 98.98% |
11.11.2024 | 0.77% | 1.44 CHF | 1.47 CHF | 43'000 | 43'000 | 126'398 | 126'398 | 179'310 CHF | 180'608 CHF | 99.50% | 99.50% |
08.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 450'000 | 450'000 | 142'218 | 142'218 | 197'474 CHF | 198'902 CHF | 99.24% | 99.24% |
07.11.2024 | 0.77% | 1.37 CHF | 1.38 CHF | 450'000 | 450'000 | 141'796 | 141'796 | 190'340 CHF | 191'765 CHF | 99.35% | 99.35% |