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 | 0.53% | 1.95 CHF | 1.96 CHF | 280'000 | 280'000 | 114'130 | 114'130 | 221'290 CHF | 222'434 CHF | 99.89% | 99.89% |
19.11.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 280'000 | 280'000 | 110'684 | 110'684 | 210'161 CHF | 211'270 CHF | 99.95% | 99.95% |
18.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 280'000 | 280'000 | 107'078 | 107'078 | 204'061 CHF | 205'133 CHF | 99.89% | 99.89% |
15.11.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 280'000 | 280'000 | 111'180 | 111'180 | 210'676 CHF | 211'792 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 270'000 | 270'000 | 109'048 | 109'048 | 201'183 CHF | 202'275 CHF | 99.76% | 99.76% |
13.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 280'000 | 280'000 | 113'501 | 113'501 | 218'485 CHF | 219'622 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 1.94 CHF | 1.95 CHF | 280'000 | 280'000 | 111'402 | 111'402 | 211'395 CHF | 212'511 CHF | 99.95% | 99.95% |
11.11.2024 | 0.58% | 1.84 CHF | 1.85 CHF | 270'000 | 270'000 | 102'891 | 102'891 | 182'797 CHF | 183'828 CHF | 99.36% | 99.36% |
08.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 260'000 | 260'000 | 103'100 | 103'100 | 178'818 CHF | 179'851 CHF | 99.53% | 99.53% |
07.11.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 260'000 | 260'000 | 108'126 | 108'126 | 193'309 CHF | 194'393 CHF | 99.86% | 99.86% |