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 | 0.97% | 1.59 CHF | 1.60 CHF | 390'000 | 390'000 | 173'978 | 173'978 | 276'109 CHF | 278'369 CHF | 99.89% | 99.89% |
19.11.2024 | 1.01% | 1.59 CHF | 1.60 CHF | 390'000 | 390'000 | 160'713 | 160'713 | 257'365 CHF | 259'498 CHF | 99.97% | 99.97% |
18.11.2024 | 0.68% | 1.63 CHF | 1.64 CHF | 400'000 | 400'000 | 179'148 | 179'148 | 293'990 CHF | 295'882 CHF | 99.89% | 99.89% |
15.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 410'000 | 410'000 | 182'278 | 182'278 | 302'484 CHF | 304'310 CHF | 99.85% | 99.85% |
14.11.2024 | 0.88% | 1.64 CHF | 1.65 CHF | 400'000 | 400'000 | 137'673 | 137'673 | 225'714 CHF | 227'280 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 1.61 CHF | 1.62 CHF | 400'000 | 400'000 | 175'659 | 175'659 | 280'425 CHF | 282'701 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 1.59 CHF | 1.60 CHF | 390'000 | 390'000 | 171'623 | 171'623 | 268'733 CHF | 270'953 CHF | 99.87% | 99.87% |
11.11.2024 | 1.02% | 1.54 CHF | 1.55 CHF | 380'000 | 380'000 | 167'350 | 167'350 | 255'988 CHF | 258'156 CHF | 99.61% | 99.61% |
08.11.2024 | 1.02% | 1.52 CHF | 1.53 CHF | 380'000 | 380'000 | 169'415 | 169'415 | 257'469 CHF | 259'666 CHF | 99.95% | 99.95% |
07.11.2024 | 1.00% | 1.52 CHF | 1.53 CHF | 380'000 | 380'000 | 170'349 | 170'349 | 261'760 CHF | 263'969 CHF | 100.00% | 100.00% |