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 | 1.15% | 0.84 CHF | 0.85 CHF | 270'000 | 270'000 | 132'923 | 132'923 | 116'510 CHF | 117'843 CHF | 98.07% | 98.07% |
19.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 270'000 | 270'000 | 135'077 | 135'077 | 116'795 CHF | 118'147 CHF | 98.62% | 98.62% |
18.11.2024 | 1.20% | 0.90 CHF | 0.91 CHF | 260'000 | 260'000 | 130'669 | 130'669 | 112'102 CHF | 113'410 CHF | 96.68% | 96.68% |
15.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 270'000 | 270'000 | 133'222 | 133'222 | 112'078 CHF | 113'412 CHF | 98.14% | 98.14% |
14.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 270'000 | 270'000 | 128'978 | 128'978 | 118'259 CHF | 119'553 CHF | 98.08% | 98.08% |
13.11.2024 | 1.23% | 0.94 CHF | 0.95 CHF | 260'000 | 260'000 | 111'923 | 111'923 | 108'498 CHF | 109'845 CHF | 98.04% | 98.04% |
12.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 260'000 | 260'000 | 120'639 | 120'639 | 124'024 CHF | 125'233 CHF | 97.88% | 97.88% |
11.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 250'000 | 250'000 | 120'007 | 120'007 | 127'068 CHF | 128'270 CHF | 97.91% | 97.91% |
08.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 250'000 | 250'000 | 118'608 | 118'608 | 130'685 CHF | 131'875 CHF | 97.69% | 97.69% |
07.11.2024 | 0.99% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 121'228 | 121'228 | 127'480 CHF | 128'700 CHF | 98.96% | 98.96% |