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 | 0.78% | 1.24 CHF | 1.25 CHF | 115'000 | 115'000 | 110'508 | 110'508 | 140'229 CHF | 141'334 CHF | 99.46% | 99.46% |
19.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 115'000 | 115'000 | 113'803 | 113'803 | 141'152 CHF | 142'290 CHF | 99.38% | 99.38% |
18.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 140'992 CHF | 142'087 CHF | 99.90% | 99.90% |
15.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 140'845 CHF | 141'940 CHF | 99.93% | 99.93% |
14.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 110'000 | 110'000 | 111'611 | 111'611 | 139'866 CHF | 140'982 CHF | 98.47% | 98.47% |
13.11.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 115'000 | 115'000 | 110'545 | 110'545 | 140'629 CHF | 141'735 CHF | 98.75% | 98.75% |
12.11.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 115'000 | 115'000 | 110'418 | 110'418 | 140'046 CHF | 141'150 CHF | 99.88% | 99.88% |
11.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 147'883 CHF | 148'979 CHF | 99.95% | 99.95% |
08.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 143'914 CHF | 145'009 CHF | 99.03% | 99.03% |
07.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 110'000 | 110'000 | 109'545 | 109'545 | 148'873 CHF | 149'969 CHF | 99.80% | 99.80% |