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 | 0.55% | 1.85 CHF | 1.86 CHF | 280'000 | 280'000 | 114'120 | 114'120 | 210'757 CHF | 211'901 CHF | 99.89% | 99.89% |
19.11.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 280'000 | 280'000 | 110'693 | 110'693 | 199'892 CHF | 201'001 CHF | 99.95% | 99.95% |
18.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 280'000 | 280'000 | 107'072 | 107'072 | 194'063 CHF | 195'136 CHF | 99.89% | 99.89% |
15.11.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 280'000 | 280'000 | 111'180 | 111'180 | 200'367 CHF | 201'482 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 270'000 | 270'000 | 109'039 | 109'039 | 190'963 CHF | 192'055 CHF | 99.76% | 99.76% |
13.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 280'000 | 280'000 | 113'501 | 113'501 | 207'881 CHF | 209'018 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 1.85 CHF | 1.86 CHF | 280'000 | 280'000 | 111'402 | 111'402 | 200'963 CHF | 202'079 CHF | 99.95% | 99.95% |
11.11.2024 | 0.61% | 1.75 CHF | 1.76 CHF | 270'000 | 270'000 | 102'894 | 102'894 | 173'315 CHF | 174'346 CHF | 99.35% | 99.35% |
08.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 260'000 | 260'000 | 103'100 | 103'100 | 169'342 CHF | 170'375 CHF | 99.53% | 99.53% |
07.11.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 260'000 | 260'000 | 108'130 | 108'130 | 183'352 CHF | 184'436 CHF | 99.86% | 99.86% |