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 | 0.99% | 1.56 CHF | 1.57 CHF | 390'000 | 390'000 | 173'970 | 173'970 | 271'249 CHF | 273'508 CHF | 99.89% | 99.89% |
19.11.2024 | 1.02% | 1.56 CHF | 1.57 CHF | 390'000 | 390'000 | 160'712 | 160'712 | 253'216 CHF | 255'349 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 1.60 CHF | 1.61 CHF | 400'000 | 400'000 | 179'141 | 179'141 | 289'132 CHF | 291'024 CHF | 99.89% | 99.89% |
15.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 410'000 | 410'000 | 182'374 | 182'374 | 297'646 CHF | 299'473 CHF | 99.89% | 99.89% |
14.11.2024 | 0.90% | 1.62 CHF | 1.63 CHF | 400'000 | 400'000 | 137'673 | 137'673 | 221'804 CHF | 223'370 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 1.58 CHF | 1.59 CHF | 400'000 | 400'000 | 175'660 | 175'660 | 275'829 CHF | 278'104 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 1.57 CHF | 1.58 CHF | 390'000 | 390'000 | 171'626 | 171'626 | 264'344 CHF | 266'564 CHF | 99.86% | 99.86% |
11.11.2024 | 1.03% | 1.52 CHF | 1.53 CHF | 380'000 | 380'000 | 167'349 | 167'349 | 251'339 CHF | 253'507 CHF | 99.58% | 99.58% |
08.11.2024 | 1.03% | 1.50 CHF | 1.51 CHF | 380'000 | 380'000 | 170'104 | 170'104 | 254'461 CHF | 256'661 CHF | 99.22% | 99.22% |
07.11.2024 | 1.02% | 1.50 CHF | 1.51 CHF | 380'000 | 380'000 | 170'349 | 170'349 | 257'194 CHF | 259'402 CHF | 100.00% | 100.00% |