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 | 0.81% | 1.19 CHF | 1.20 CHF | 140'000 | 140'000 | 131'042 | 131'042 | 160'274 CHF | 161'585 CHF | 94.02% | 94.02% |
19.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 140'000 | 140'000 | 139'932 | 139'932 | 161'989 CHF | 163'389 CHF | 91.69% | 91.69% |
18.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 140'000 | 140'000 | 138'114 | 138'114 | 163'900 CHF | 165'283 CHF | 93.77% | 93.77% |
15.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 130'000 | 130'000 | 132'361 | 132'361 | 161'430 CHF | 162'756 CHF | 93.01% | 93.01% |
14.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 140'000 | 140'000 | 139'027 | 139'027 | 166'190 CHF | 167'581 CHF | 93.60% | 93.60% |
13.11.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 130'000 | 130'000 | 136'316 | 136'316 | 161'599 CHF | 162'963 CHF | 94.85% | 94.85% |
12.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 140'000 | 140'000 | 132'266 | 132'266 | 160'435 CHF | 161'758 CHF | 92.63% | 92.63% |
11.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 130'000 | 130'000 | 129'978 | 129'978 | 166'533 CHF | 167'833 CHF | 91.26% | 91.26% |
08.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 130'000 | 130'000 | 129'971 | 129'971 | 159'997 CHF | 161'297 CHF | 92.33% | 92.33% |
07.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 140'000 | 140'000 | 133'316 | 133'316 | 161'587 CHF | 162'922 CHF | 94.24% | 94.24% |