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 | 0.72% | 1.35 CHF | 1.36 CHF | 110'000 | 110'000 | 108'995 | 108'995 | 153'755 CHF | 154'846 CHF | 95.89% | 95.89% |
19.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 110'000 | 110'000 | 108'820 | 108'820 | 152'518 CHF | 153'608 CHF | 97.17% | 97.17% |
18.11.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 110'000 | 110'000 | 108'891 | 108'891 | 158'435 CHF | 159'525 CHF | 99.64% | 99.64% |
15.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 110'000 | 110'000 | 108'873 | 108'873 | 151'782 CHF | 152'872 CHF | 99.40% | 99.40% |
14.11.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 110'000 | 110'000 | 108'846 | 108'846 | 149'781 CHF | 150'871 CHF | 98.08% | 98.08% |
13.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 110'000 | 110'000 | 108'893 | 108'893 | 148'496 CHF | 149'586 CHF | 98.40% | 98.40% |
12.11.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 110'000 | 110'000 | 108'835 | 108'835 | 153'113 CHF | 154'203 CHF | 98.17% | 98.17% |
11.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 110'000 | 110'000 | 108'884 | 108'884 | 156'707 CHF | 157'797 CHF | 99.06% | 99.06% |
08.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 110'000 | 110'000 | 108'085 | 108'085 | 151'905 CHF | 152'995 CHF | 97.61% | 97.61% |
07.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 110'000 | 110'000 | 108'335 | 108'335 | 159'300 CHF | 160'385 CHF | 98.33% | 98.33% |