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 | 1.33% | 1.10 CHF | 1.11 CHF | 132'000 | 132'000 | 58'457 | 58'457 | 67'005 CHF | 67'765 CHF | 99.34% | 99.34% |
19.11.2024 | 1.32% | 1.16 CHF | 1.17 CHF | 131'000 | 131'000 | 58'565 | 58'565 | 67'716 CHF | 68'477 CHF | 100.00% | 100.00% |
18.11.2024 | 1.31% | 1.17 CHF | 1.18 CHF | 130'000 | 130'000 | 58'171 | 58'171 | 68'074 CHF | 68'831 CHF | 99.78% | 99.78% |
15.11.2024 | 1.32% | 1.18 CHF | 1.19 CHF | 130'000 | 130'000 | 58'115 | 58'115 | 68'155 CHF | 68'911 CHF | 100.00% | 100.00% |
14.11.2024 | 1.30% | 1.17 CHF | 1.18 CHF | 130'000 | 130'000 | 58'305 | 58'305 | 69'111 CHF | 69'871 CHF | 98.61% | 98.61% |
13.11.2024 | 1.24% | 1.17 CHF | 1.18 CHF | 130'000 | 130'000 | 57'752 | 57'752 | 70'240 CHF | 70'989 CHF | 99.80% | 99.80% |
12.11.2024 | 1.24% | 1.25 CHF | 1.26 CHF | 128'000 | 128'000 | 57'701 | 57'701 | 71'973 CHF | 72'722 CHF | 99.88% | 99.88% |
11.11.2024 | 1.26% | 1.27 CHF | 1.28 CHF | 128'000 | 128'000 | 57'762 | 57'762 | 71'976 CHF | 72'728 CHF | 99.90% | 99.90% |
08.11.2024 | 1.33% | 1.21 CHF | 1.22 CHF | 130'000 | 130'000 | 59'198 | 59'198 | 69'222 CHF | 69'990 CHF | 99.05% | 99.05% |
07.11.2024 | 1.31% | 1.14 CHF | 1.15 CHF | 133'000 | 133'000 | 59'030 | 59'030 | 68'726 CHF | 69'491 CHF | 100.00% | 100.00% |