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 | 0.65% | 1.58 CHF | 1.59 CHF | 280'000 | 280'000 | 114'119 | 114'119 | 180'046 CHF | 181'190 CHF | 99.89% | 99.89% |
19.11.2024 | 0.67% | 1.57 CHF | 1.58 CHF | 280'000 | 280'000 | 110'686 | 110'686 | 170'208 CHF | 171'317 CHF | 99.95% | 99.95% |
18.11.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 280'000 | 280'000 | 107'072 | 107'072 | 165'211 CHF | 166'283 CHF | 99.89% | 99.89% |
15.11.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 280'000 | 280'000 | 111'179 | 111'179 | 170'336 CHF | 171'451 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 270'000 | 270'000 | 109'039 | 109'039 | 161'517 CHF | 162'609 CHF | 99.76% | 99.76% |
13.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 280'000 | 280'000 | 113'500 | 113'500 | 177'498 CHF | 178'635 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 280'000 | 280'000 | 111'411 | 111'411 | 171'245 CHF | 172'361 CHF | 99.95% | 99.95% |
11.11.2024 | 0.72% | 1.48 CHF | 1.49 CHF | 270'000 | 270'000 | 102'896 | 102'896 | 145'887 CHF | 146'918 CHF | 99.36% | 99.36% |
08.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 141'983 CHF | 143'016 CHF | 99.53% | 99.53% |
07.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 260'000 | 260'000 | 108'133 | 108'133 | 154'762 CHF | 155'846 CHF | 99.86% | 99.86% |