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 | 1.06% | 0.95 CHF | 0.96 CHF | 275'000 | 275'000 | 268'991 | 268'991 | 253'307 CHF | 255'997 CHF | 99.47% | 99.47% |
19.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 265'000 | 265'000 | 260'824 | 260'824 | 235'850 CHF | 238'458 CHF | 100.00% | 100.00% |
18.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 255'000 | 255'000 | 253'758 | 253'758 | 222'900 CHF | 225'438 CHF | 100.00% | 100.00% |
15.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 255'000 | 255'000 | 253'095 | 253'095 | 221'676 CHF | 224'207 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 255'000 | 255'000 | 254'939 | 254'939 | 225'918 CHF | 228'468 CHF | 98.26% | 98.26% |
13.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 260'000 | 260'000 | 255'166 | 255'166 | 225'621 CHF | 228'172 CHF | 100.00% | 100.00% |
12.11.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 255'000 | 255'000 | 245'179 | 245'179 | 208'277 CHF | 210'733 CHF | 98.90% | 98.90% |
11.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 250'000 | 250'000 | 248'429 | 248'429 | 212'632 CHF | 215'116 CHF | 99.24% | 99.24% |
08.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 250'000 | 250'000 | 248'092 | 248'092 | 212'472 CHF | 214'953 CHF | 93.02% | 93.02% |
07.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 240'000 | 240'000 | 243'381 | 243'381 | 205'440 CHF | 207'874 CHF | 99.40% | 99.40% |