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 | 1.24% | 0.83 CHF | 0.84 CHF | 310'000 | 310'000 | 137'345 | 137'345 | 112'768 CHF | 114'144 CHF | 99.89% | 99.89% |
19.11.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 305'000 | 305'000 | 132'788 | 132'788 | 106'770 CHF | 108'100 CHF | 100.00% | 100.00% |
18.11.2024 | 1.31% | 0.81 CHF | 0.82 CHF | 305'000 | 305'000 | 133'012 | 133'012 | 104'180 CHF | 105'513 CHF | 99.89% | 99.89% |
15.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 295'000 | 295'000 | 116'868 | 116'868 | 90'060 CHF | 91'231 CHF | 99.45% | 99.45% |
14.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 295'000 | 295'000 | 131'686 | 131'686 | 101'503 CHF | 102'823 CHF | 100.00% | 100.00% |
13.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 295'000 | 295'000 | 131'707 | 131'707 | 100'192 CHF | 101'512 CHF | 100.00% | 100.00% |
12.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 295'000 | 295'000 | 131'875 | 131'875 | 100'901 CHF | 102'223 CHF | 99.88% | 99.88% |
11.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 295'000 | 295'000 | 132'673 | 132'673 | 101'384 CHF | 102'713 CHF | 99.59% | 99.59% |
08.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 300'000 | 300'000 | 135'372 | 135'372 | 103'957 CHF | 105'313 CHF | 99.21% | 99.21% |
07.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300'000 | 300'000 | 130'874 | 130'874 | 100'279 CHF | 101'590 CHF | 99.90% | 99.90% |