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 | 1.39% | 0.74 CHF | 0.75 CHF | 310'000 | 310'000 | 137'349 | 137'349 | 100'436 CHF | 101'812 CHF | 99.90% | 99.90% |
19.11.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 305'000 | 305'000 | 132'787 | 132'787 | 94'855 CHF | 96'185 CHF | 100.00% | 100.00% |
18.11.2024 | 1.48% | 0.72 CHF | 0.73 CHF | 305'000 | 305'000 | 133'017 | 133'017 | 92'224 CHF | 93'557 CHF | 99.90% | 99.90% |
15.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 295'000 | 295'000 | 116'870 | 116'870 | 79'559 CHF | 80'731 CHF | 99.45% | 99.45% |
14.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 295'000 | 295'000 | 131'686 | 131'686 | 89'662 CHF | 90'981 CHF | 100.00% | 100.00% |
13.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 295'000 | 295'000 | 131'702 | 131'702 | 88'375 CHF | 89'695 CHF | 100.00% | 100.00% |
12.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 295'000 | 295'000 | 131'913 | 131'913 | 89'122 CHF | 90'443 CHF | 99.85% | 99.85% |
11.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 295'000 | 295'000 | 132'679 | 132'679 | 89'474 CHF | 90'803 CHF | 99.56% | 99.56% |
08.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 300'000 | 300'000 | 135'396 | 135'396 | 91'828 CHF | 93'184 CHF | 99.17% | 99.17% |
07.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 130'873 | 130'873 | 88'799 CHF | 90'110 CHF | 99.90% | 99.90% |