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 | 0.58% | 1.76 CHF | 1.77 CHF | 280'000 | 280'000 | 114'120 | 114'120 | 200'445 CHF | 201'589 CHF | 99.89% | 99.89% |
19.11.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 280'000 | 280'000 | 110'695 | 110'695 | 189'933 CHF | 191'042 CHF | 99.95% | 99.95% |
18.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 280'000 | 280'000 | 107'065 | 107'065 | 184'358 CHF | 185'431 CHF | 99.89% | 99.89% |
15.11.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 280'000 | 280'000 | 111'177 | 111'177 | 190'263 CHF | 191'379 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 270'000 | 270'000 | 109'040 | 109'040 | 181'096 CHF | 182'188 CHF | 99.76% | 99.76% |
13.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 280'000 | 280'000 | 113'494 | 113'494 | 197'754 CHF | 198'891 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 1.76 CHF | 1.77 CHF | 280'000 | 280'000 | 111'416 | 111'416 | 191'093 CHF | 192'209 CHF | 99.95% | 99.95% |
11.11.2024 | 0.64% | 1.66 CHF | 1.67 CHF | 270'000 | 270'000 | 102'891 | 102'891 | 164'144 CHF | 165'175 CHF | 99.36% | 99.36% |
08.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 160'274 CHF | 161'307 CHF | 99.53% | 99.53% |
07.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 260'000 | 260'000 | 108'122 | 108'122 | 173'842 CHF | 174'925 CHF | 99.86% | 99.86% |