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 | 0.77% | 1.27 CHF | 1.28 CHF | 315'000 | 315'000 | 110'279 | 110'279 | 142'878 CHF | 143'982 CHF | 99.78% | 99.78% |
19.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 325'000 | 325'000 | 111'933 | 111'933 | 148'381 CHF | 149'501 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 320'000 | 320'000 | 110'129 | 110'129 | 144'215 CHF | 145'317 CHF | 99.90% | 99.90% |
15.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 320'000 | 320'000 | 109'477 | 109'477 | 141'512 CHF | 142'608 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 310'000 | 310'000 | 105'382 | 105'382 | 134'107 CHF | 135'162 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 315'000 | 315'000 | 109'311 | 109'311 | 140'032 CHF | 141'126 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 315'000 | 315'000 | 109'244 | 109'244 | 137'822 CHF | 138'916 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 310'000 | 310'000 | 107'630 | 107'630 | 131'869 CHF | 132'946 CHF | 99.77% | 99.77% |
08.11.2024 | 1.31% | 1.22 CHF | 1.23 CHF | 315'000 | 315'000 | 87'354 | 87'354 | 108'247 CHF | 109'231 CHF | 99.21% | 99.21% |
07.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 295'000 | 295'000 | 102'778 | 102'778 | 112'497 CHF | 113'526 CHF | 99.85% | 99.85% |