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 | 1.03% | 0.98 CHF | 0.99 CHF | 410'000 | 410'000 | 185'367 | 185'367 | 182'318 CHF | 184'175 CHF | 99.90% | 99.90% |
19.11.2024 | 1.36% | 0.96 CHF | 0.97 CHF | 410'000 | 410'000 | 167'595 | 167'595 | 158'798 CHF | 160'771 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 410'000 | 410'000 | 186'289 | 186'289 | 178'633 CHF | 180'500 CHF | 99.90% | 99.90% |
15.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 410'000 | 410'000 | 177'172 | 177'172 | 181'586 CHF | 183'364 CHF | 98.18% | 98.18% |
14.11.2024 | 1.55% | 1.07 CHF | 1.10 CHF | 195'000 | 195'000 | 126'675 | 126'675 | 135'923 CHF | 138'261 CHF | 98.18% | 98.18% |
13.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 400'000 | 400'000 | 176'224 | 176'224 | 189'670 CHF | 191'441 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 390'000 | 390'000 | 174'405 | 174'405 | 190'781 CHF | 192'532 CHF | 97.99% | 97.99% |
11.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 400'000 | 400'000 | 176'976 | 176'976 | 192'021 CHF | 193'798 CHF | 99.50% | 99.50% |
08.11.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 400'000 | 400'000 | 173'679 | 173'679 | 190'568 CHF | 192'316 CHF | 97.65% | 97.65% |
07.11.2024 | 0.99% | 1.10 CHF | 1.11 CHF | 390'000 | 390'000 | 179'523 | 179'523 | 189'230 CHF | 191'034 CHF | 98.06% | 98.06% |