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 | 1.35% | 1.13 CHF | 1.14 CHF | 390'000 | 390'000 | 173'976 | 173'976 | 197'804 CHF | 200'063 CHF | 99.89% | 99.89% |
19.11.2024 | 1.40% | 1.14 CHF | 1.15 CHF | 390'000 | 390'000 | 160'694 | 160'694 | 185'183 CHF | 187'316 CHF | 99.95% | 99.95% |
18.11.2024 | 0.94% | 1.18 CHF | 1.19 CHF | 400'000 | 400'000 | 179'148 | 179'148 | 213'202 CHF | 215'095 CHF | 99.89% | 99.89% |
15.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 410'000 | 410'000 | 182'377 | 182'377 | 220'219 CHF | 222'046 CHF | 99.90% | 99.90% |
14.11.2024 | 1.22% | 1.19 CHF | 1.20 CHF | 400'000 | 400'000 | 137'672 | 137'672 | 163'580 CHF | 165'146 CHF | 100.00% | 100.00% |
13.11.2024 | 1.35% | 1.16 CHF | 1.17 CHF | 400'000 | 400'000 | 175'643 | 175'643 | 201'670 CHF | 203'946 CHF | 100.00% | 100.00% |
12.11.2024 | 1.39% | 1.14 CHF | 1.15 CHF | 390'000 | 390'000 | 171'588 | 171'588 | 191'897 CHF | 194'116 CHF | 99.84% | 99.84% |
11.11.2024 | 1.44% | 1.10 CHF | 1.11 CHF | 380'000 | 380'000 | 167'359 | 167'359 | 180'958 CHF | 183'126 CHF | 99.57% | 99.57% |
08.11.2024 | 1.43% | 1.08 CHF | 1.09 CHF | 380'000 | 380'000 | 170'133 | 170'133 | 183'256 CHF | 185'457 CHF | 99.18% | 99.18% |
07.11.2024 | 1.40% | 1.08 CHF | 1.09 CHF | 380'000 | 380'000 | 170'351 | 170'351 | 185'904 CHF | 188'113 CHF | 100.00% | 100.00% |