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 | 1.23% | 0.84 CHF | 0.85 CHF | 310'000 | 310'000 | 137'346 | 137'346 | 114'216 CHF | 115'592 CHF | 99.90% | 99.90% |
19.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 305'000 | 305'000 | 132'788 | 132'788 | 108'180 CHF | 109'510 CHF | 100.00% | 100.00% |
18.11.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 305'000 | 305'000 | 133'014 | 133'014 | 105'634 CHF | 106'967 CHF | 99.89% | 99.89% |
15.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 295'000 | 295'000 | 116'869 | 116'869 | 91'349 CHF | 92'521 CHF | 99.45% | 99.45% |
14.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 295'000 | 295'000 | 131'686 | 131'686 | 102'895 CHF | 104'214 CHF | 100.00% | 100.00% |
13.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 295'000 | 295'000 | 131'703 | 131'703 | 101'559 CHF | 102'879 CHF | 100.00% | 100.00% |
12.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 295'000 | 295'000 | 131'913 | 131'913 | 102'312 CHF | 103'633 CHF | 99.85% | 99.85% |
11.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 295'000 | 295'000 | 132'676 | 132'676 | 102'736 CHF | 104'065 CHF | 99.57% | 99.57% |
08.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 300'000 | 135'383 | 135'383 | 105'342 CHF | 106'698 CHF | 99.19% | 99.19% |
07.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 130'872 | 130'872 | 101'799 CHF | 103'110 CHF | 99.90% | 99.90% |