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 | 1.21% | 1.27 CHF | 1.28 CHF | 390'000 | 390'000 | 173'992 | 173'992 | 221'550 CHF | 223'809 CHF | 99.89% | 99.89% |
19.11.2024 | 1.25% | 1.28 CHF | 1.29 CHF | 390'000 | 390'000 | 160'725 | 160'725 | 207'418 CHF | 209'552 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.31 CHF | 1.32 CHF | 400'000 | 400'000 | 179'146 | 179'146 | 237'879 CHF | 239'771 CHF | 99.89% | 99.89% |
15.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 410'000 | 410'000 | 182'380 | 182'380 | 245'458 CHF | 247'286 CHF | 99.90% | 99.90% |
14.11.2024 | 1.09% | 1.33 CHF | 1.34 CHF | 400'000 | 400'000 | 137'681 | 137'681 | 182'653 CHF | 184'220 CHF | 100.00% | 100.00% |
13.11.2024 | 1.21% | 1.30 CHF | 1.31 CHF | 400'000 | 400'000 | 175'647 | 175'647 | 225'721 CHF | 227'996 CHF | 100.00% | 100.00% |
12.11.2024 | 1.24% | 1.28 CHF | 1.29 CHF | 390'000 | 390'000 | 171'661 | 171'661 | 215'371 CHF | 217'591 CHF | 99.85% | 99.85% |
11.11.2024 | 1.27% | 1.23 CHF | 1.24 CHF | 380'000 | 380'000 | 167'354 | 167'354 | 204'118 CHF | 206'286 CHF | 99.57% | 99.57% |
08.11.2024 | 1.27% | 1.22 CHF | 1.23 CHF | 380'000 | 380'000 | 170'133 | 170'133 | 206'568 CHF | 208'768 CHF | 99.18% | 99.18% |
07.11.2024 | 1.25% | 1.22 CHF | 1.23 CHF | 380'000 | 380'000 | 170'339 | 170'339 | 209'212 CHF | 211'421 CHF | 100.00% | 100.00% |