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 | 1.18% | 1.25 CHF | 1.26 CHF | 132'000 | 132'000 | 58'463 | 58'463 | 75'907 CHF | 76'667 CHF | 99.37% | 99.37% |
19.11.2024 | 1.17% | 1.31 CHF | 1.32 CHF | 131'000 | 131'000 | 58'563 | 58'563 | 76'591 CHF | 77'351 CHF | 99.99% | 99.99% |
18.11.2024 | 1.16% | 1.33 CHF | 1.34 CHF | 130'000 | 130'000 | 58'140 | 58'140 | 76'872 CHF | 77'629 CHF | 99.76% | 99.76% |
15.11.2024 | 1.17% | 1.33 CHF | 1.34 CHF | 130'000 | 130'000 | 58'117 | 58'117 | 77'026 CHF | 77'782 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 1.32 CHF | 1.33 CHF | 130'000 | 130'000 | 58'189 | 58'189 | 77'776 CHF | 78'535 CHF | 98.43% | 98.43% |
13.11.2024 | 1.11% | 1.33 CHF | 1.34 CHF | 130'000 | 130'000 | 57'512 | 57'512 | 78'620 CHF | 79'368 CHF | 98.93% | 98.93% |
12.11.2024 | 1.10% | 1.40 CHF | 1.41 CHF | 128'000 | 128'000 | 57'700 | 57'700 | 80'704 CHF | 81'453 CHF | 99.88% | 99.88% |
11.11.2024 | 1.12% | 1.42 CHF | 1.43 CHF | 128'000 | 128'000 | 57'666 | 57'666 | 80'557 CHF | 81'309 CHF | 99.76% | 99.76% |
08.11.2024 | 1.18% | 1.36 CHF | 1.37 CHF | 130'000 | 130'000 | 59'195 | 59'195 | 78'067 CHF | 78'834 CHF | 99.04% | 99.04% |
07.11.2024 | 1.17% | 1.29 CHF | 1.30 CHF | 133'000 | 133'000 | 59'042 | 59'042 | 77'547 CHF | 78'312 CHF | 99.96% | 99.96% |