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 | 1.44% | 1.01 CHF | 1.02 CHF | 132'000 | 132'000 | 58'466 | 58'466 | 61'939 CHF | 62'699 CHF | 99.38% | 99.38% |
19.11.2024 | 1.43% | 1.07 CHF | 1.08 CHF | 131'000 | 131'000 | 58'582 | 58'582 | 62'619 CHF | 63'379 CHF | 99.94% | 99.94% |
18.11.2024 | 1.41% | 1.09 CHF | 1.10 CHF | 130'000 | 130'000 | 58'103 | 58'103 | 62'928 CHF | 63'684 CHF | 99.68% | 99.68% |
15.11.2024 | 1.43% | 1.09 CHF | 1.10 CHF | 130'000 | 130'000 | 58'117 | 58'117 | 63'083 CHF | 63'839 CHF | 100.00% | 100.00% |
14.11.2024 | 1.40% | 1.09 CHF | 1.10 CHF | 130'000 | 130'000 | 58'189 | 58'189 | 63'823 CHF | 64'582 CHF | 98.45% | 98.45% |
13.11.2024 | 1.34% | 1.09 CHF | 1.10 CHF | 130'000 | 130'000 | 57'511 | 57'511 | 64'953 CHF | 65'700 CHF | 99.09% | 99.09% |
12.11.2024 | 1.33% | 1.17 CHF | 1.18 CHF | 128'000 | 128'000 | 57'719 | 57'719 | 66'996 CHF | 67'745 CHF | 99.81% | 99.81% |
11.11.2024 | 1.35% | 1.18 CHF | 1.19 CHF | 128'000 | 128'000 | 57'768 | 57'768 | 66'972 CHF | 67'725 CHF | 99.90% | 99.90% |
08.11.2024 | 1.44% | 1.12 CHF | 1.13 CHF | 130'000 | 130'000 | 59'196 | 59'196 | 64'118 CHF | 64'885 CHF | 99.04% | 99.04% |
07.11.2024 | 1.42% | 1.05 CHF | 1.06 CHF | 133'000 | 133'000 | 59'015 | 59'015 | 63'635 CHF | 64'400 CHF | 99.96% | 99.96% |