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 | 1.07% | 1.01 CHF | 1.02 CHF | 288'700 | 288'700 | 139'333 | 139'333 | 134'137 CHF | 135'534 CHF | 99.89% | 99.89% |
19.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 284'100 | 284'100 | 137'998 | 137'998 | 134'010 CHF | 135'392 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 0.92 CHF | 0.93 CHF | 240'400 | 240'400 | 115'824 | 115'824 | 114'955 CHF | 116'115 CHF | 99.86% | 99.86% |
15.11.2024 | 0.99% | 1.07 CHF | 1.08 CHF | 282'400 | 282'400 | 136'323 | 136'323 | 141'013 CHF | 142'378 CHF | 99.99% | 99.99% |
14.11.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 280'300 | 280'300 | 133'484 | 133'484 | 125'055 CHF | 126'392 CHF | 100.00% | 100.00% |
13.11.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 320'000 | 320'000 | 154'065 | 154'065 | 134'269 CHF | 135'812 CHF | 100.00% | 100.00% |
12.11.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 357'100 | 357'100 | 169'176 | 169'176 | 136'871 CHF | 138'566 CHF | 100.00% | 100.00% |
11.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 355'800 | 355'800 | 171'475 | 171'475 | 132'918 CHF | 134'635 CHF | 100.00% | 100.00% |
08.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 378'500 | 378'500 | 179'507 | 179'507 | 129'427 CHF | 131'225 CHF | 99.85% | 99.85% |
07.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 319'100 | 319'100 | 156'262 | 156'262 | 121'652 CHF | 123'221 CHF | 100.00% | 100.00% |