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 | 1.43% | 1.02 CHF | 1.03 CHF | 132'000 | 132'000 | 58'455 | 58'455 | 62'204 CHF | 62'965 CHF | 99.33% | 99.33% |
19.11.2024 | 1.42% | 1.08 CHF | 1.09 CHF | 131'000 | 131'000 | 58'579 | 58'579 | 62'919 CHF | 63'680 CHF | 100.00% | 100.00% |
18.11.2024 | 1.41% | 1.09 CHF | 1.10 CHF | 130'000 | 130'000 | 58'169 | 58'169 | 63'353 CHF | 64'110 CHF | 99.77% | 99.77% |
15.11.2024 | 1.42% | 1.10 CHF | 1.11 CHF | 130'000 | 130'000 | 58'115 | 58'115 | 63'349 CHF | 64'105 CHF | 100.00% | 100.00% |
14.11.2024 | 1.39% | 1.09 CHF | 1.10 CHF | 130'000 | 130'000 | 58'303 | 58'303 | 64'305 CHF | 65'065 CHF | 98.59% | 98.59% |
13.11.2024 | 1.33% | 1.09 CHF | 1.10 CHF | 130'000 | 130'000 | 57'748 | 57'748 | 65'511 CHF | 66'259 CHF | 99.80% | 99.80% |
12.11.2024 | 1.32% | 1.17 CHF | 1.18 CHF | 128'000 | 128'000 | 57'697 | 57'697 | 67'254 CHF | 68'003 CHF | 99.89% | 99.89% |
11.11.2024 | 1.35% | 1.18 CHF | 1.19 CHF | 128'000 | 128'000 | 57'762 | 57'762 | 67'271 CHF | 68'023 CHF | 99.90% | 99.90% |
08.11.2024 | 1.43% | 1.13 CHF | 1.14 CHF | 130'000 | 130'000 | 59'192 | 59'192 | 64'444 CHF | 65'211 CHF | 99.05% | 99.05% |
07.11.2024 | 1.41% | 1.06 CHF | 1.07 CHF | 133'000 | 133'000 | 59'035 | 59'035 | 63'927 CHF | 64'692 CHF | 100.00% | 100.00% |