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 | 1.07% | 0.94 CHF | 0.95 CHF | 275'000 | 275'000 | 268'991 | 268'991 | 249'996 CHF | 252'685 CHF | 99.47% | 99.47% |
19.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 265'000 | 265'000 | 260'824 | 260'824 | 232'733 CHF | 235'341 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 255'000 | 255'000 | 253'757 | 253'757 | 219'811 CHF | 222'348 CHF | 100.00% | 100.00% |
15.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 255'000 | 255'000 | 253'094 | 253'094 | 217'995 CHF | 220'526 CHF | 100.00% | 100.00% |
14.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 255'000 | 255'000 | 254'942 | 254'942 | 222'773 CHF | 225'322 CHF | 99.39% | 99.39% |
13.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 260'000 | 260'000 | 255'166 | 255'166 | 222'322 CHF | 224'873 CHF | 100.00% | 100.00% |
12.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 255'000 | 255'000 | 244'732 | 244'732 | 204'949 CHF | 207'402 CHF | 100.00% | 100.00% |
11.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 250'000 | 250'000 | 248'429 | 248'429 | 209'591 CHF | 212'076 CHF | 99.24% | 99.24% |
08.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 250'000 | 250'000 | 248'181 | 248'181 | 209'149 CHF | 211'631 CHF | 100.00% | 100.00% |
07.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 240'000 | 240'000 | 243'383 | 243'383 | 202'519 CHF | 204'953 CHF | 99.40% | 99.40% |