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 | 1.04% | 0.93 CHF | 0.94 CHF | 270'000 | 270'000 | 134'359 | 134'359 | 129'436 CHF | 130'782 CHF | 98.66% | 98.66% |
19.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 270'000 | 270'000 | 134'218 | 134'218 | 127'750 CHF | 129'094 CHF | 97.30% | 97.30% |
18.11.2024 | 1.09% | 0.99 CHF | 1.00 CHF | 270'000 | 270'000 | 131'136 | 131'136 | 123'952 CHF | 125'265 CHF | 98.34% | 98.34% |
15.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 270'000 | 270'000 | 133'901 | 133'901 | 124'298 CHF | 125'639 CHF | 98.65% | 98.65% |
14.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 270'000 | 270'000 | 129'409 | 129'409 | 129'993 CHF | 131'291 CHF | 98.29% | 98.29% |
13.11.2024 | 1.14% | 1.03 CHF | 1.04 CHF | 260'000 | 260'000 | 112'479 | 112'479 | 118'841 CHF | 120'198 CHF | 98.32% | 98.32% |
12.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 260'000 | 260'000 | 120'450 | 120'450 | 134'219 CHF | 135'426 CHF | 97.09% | 97.09% |
11.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 250'000 | 250'000 | 119'344 | 119'344 | 136'736 CHF | 137'934 CHF | 97.22% | 97.22% |
08.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 250'000 | 250'000 | 118'395 | 118'395 | 140'633 CHF | 141'820 CHF | 97.83% | 97.83% |
07.11.2024 | 0.91% | 1.16 CHF | 1.17 CHF | 250'000 | 250'000 | 120'671 | 120'671 | 137'192 CHF | 138'407 CHF | 98.21% | 98.21% |