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 | 0.72% | 1.36 CHF | 1.37 CHF | 115'000 | 115'000 | 110'508 | 110'508 | 153'757 CHF | 154'862 CHF | 99.43% | 99.43% |
19.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 115'000 | 115'000 | 113'804 | 113'804 | 155'088 CHF | 156'226 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 154'471 CHF | 155'566 CHF | 99.88% | 99.88% |
15.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 154'331 CHF | 155'426 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 110'000 | 110'000 | 111'613 | 111'613 | 153'555 CHF | 154'671 CHF | 98.61% | 98.61% |
13.11.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 115'000 | 115'000 | 110'580 | 110'580 | 154'217 CHF | 155'323 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 115'000 | 115'000 | 110'418 | 110'418 | 153'594 CHF | 154'698 CHF | 99.90% | 99.90% |
11.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 161'334 CHF | 162'430 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 157'458 CHF | 158'554 CHF | 99.05% | 99.05% |
07.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 162'415 CHF | 163'511 CHF | 100.00% | 100.00% |