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 | 0.64% | 1.60 CHF | 1.61 CHF | 210'000 | 210'000 | 86'679 | 86'679 | 139'550 CHF | 140'423 CHF | 99.30% | 99.30% |
19.11.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 210'000 | 210'000 | 89'486 | 89'486 | 138'362 CHF | 139'259 CHF | 99.50% | 99.50% |
18.11.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 210'000 | 210'000 | 86'154 | 86'154 | 130'872 CHF | 131'735 CHF | 99.14% | 99.14% |
15.11.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 210'000 | 210'000 | 80'482 | 80'482 | 129'430 CHF | 130'237 CHF | 98.46% | 98.46% |
14.11.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 79'726 | 79'726 | 136'957 CHF | 137'757 CHF | 99.14% | 99.14% |
13.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 210'000 | 210'000 | 78'103 | 78'103 | 135'470 CHF | 136'254 CHF | 99.16% | 99.16% |
12.11.2024 | 0.77% | 1.78 CHF | 1.79 CHF | 200'000 | 200'000 | 72'938 | 72'938 | 131'157 CHF | 131'904 CHF | 95.20% | 98.93% |
11.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 200'000 | 200'000 | 75'156 | 75'156 | 140'474 CHF | 141'228 CHF | 98.82% | 98.82% |
08.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 190'000 | 190'000 | 73'455 | 73'455 | 141'516 CHF | 142'253 CHF | 99.03% | 99.03% |
07.11.2024 | 1.06% | 2.01 CHF | 2.02 CHF | 190'000 | 190'000 | 62'308 | 62'308 | 117'290 CHF | 118'149 CHF | 95.91% | 95.91% |