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 | 1.10% | 0.93 CHF | 0.94 CHF | 310'000 | 310'000 | 137'347 | 137'347 | 126'748 CHF | 128'124 CHF | 99.90% | 99.90% |
19.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 305'000 | 305'000 | 132'793 | 132'793 | 120'511 CHF | 121'841 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.91 CHF | 0.92 CHF | 305'000 | 305'000 | 133'015 | 133'015 | 118'179 CHF | 119'511 CHF | 99.90% | 99.90% |
15.11.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 295'000 | 295'000 | 116'869 | 116'869 | 102'108 CHF | 103'279 CHF | 99.45% | 99.45% |
14.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 295'000 | 295'000 | 131'680 | 131'680 | 115'168 CHF | 116'487 CHF | 100.00% | 100.00% |
13.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 295'000 | 295'000 | 131'699 | 131'699 | 114'152 CHF | 115'471 CHF | 100.00% | 100.00% |
12.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 295'000 | 295'000 | 131'914 | 131'914 | 114'282 CHF | 115'603 CHF | 99.85% | 99.85% |
11.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 295'000 | 295'000 | 132'684 | 132'684 | 114'786 CHF | 116'116 CHF | 99.57% | 99.57% |
08.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300'000 | 300'000 | 134'912 | 134'912 | 117'179 CHF | 118'531 CHF | 100.00% | 100.00% |
07.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 300'000 | 300'000 | 130'874 | 130'874 | 113'788 CHF | 115'099 CHF | 99.90% | 99.90% |