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 | 0.61% | 1.67 CHF | 1.68 CHF | 280'000 | 280'000 | 114'127 | 114'127 | 190'337 CHF | 191'481 CHF | 99.89% | 99.89% |
19.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 280'000 | 280'000 | 110'691 | 110'691 | 180'172 CHF | 181'281 CHF | 99.95% | 99.95% |
18.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 280'000 | 280'000 | 107'077 | 107'077 | 174'895 CHF | 175'967 CHF | 99.89% | 99.89% |
15.11.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 280'000 | 280'000 | 111'176 | 111'176 | 180'408 CHF | 181'523 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 270'000 | 270'000 | 109'040 | 109'040 | 171'387 CHF | 172'480 CHF | 99.76% | 99.76% |
13.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 280'000 | 280'000 | 113'494 | 113'494 | 187'719 CHF | 188'856 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.67 CHF | 1.68 CHF | 280'000 | 280'000 | 111'410 | 111'410 | 181'262 CHF | 182'378 CHF | 99.95% | 99.95% |
11.11.2024 | 0.68% | 1.57 CHF | 1.58 CHF | 270'000 | 270'000 | 102'888 | 102'888 | 155'097 CHF | 156'128 CHF | 99.35% | 99.35% |
08.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 260'000 | 260'000 | 103'097 | 103'097 | 151'198 CHF | 152'231 CHF | 99.53% | 99.53% |
07.11.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 260'000 | 260'000 | 108'123 | 108'123 | 164'374 CHF | 165'458 CHF | 99.86% | 99.86% |