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 | 0.73% | 1.40 CHF | 1.41 CHF | 280'000 | 280'000 | 114'115 | 114'115 | 159'578 CHF | 160'722 CHF | 99.89% | 99.89% |
19.11.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 280'000 | 280'000 | 110'685 | 110'685 | 150'541 CHF | 151'650 CHF | 99.95% | 99.95% |
18.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 280'000 | 280'000 | 107'067 | 107'067 | 146'037 CHF | 147'109 CHF | 99.89% | 99.89% |
15.11.2024 | 0.76% | 1.38 CHF | 1.39 CHF | 280'000 | 280'000 | 111'179 | 111'179 | 150'402 CHF | 151'518 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 270'000 | 270'000 | 109'041 | 109'041 | 141'942 CHF | 143'034 CHF | 99.76% | 99.76% |
13.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 280'000 | 280'000 | 113'500 | 113'500 | 157'229 CHF | 158'366 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 1.41 CHF | 1.42 CHF | 280'000 | 280'000 | 111'401 | 111'401 | 151'362 CHF | 152'478 CHF | 99.95% | 99.95% |
11.11.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 270'000 | 270'000 | 102'893 | 102'893 | 127'655 CHF | 128'686 CHF | 99.36% | 99.36% |
08.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 260'000 | 260'000 | 103'100 | 103'100 | 123'854 CHF | 124'887 CHF | 99.53% | 99.53% |
07.11.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 260'000 | 260'000 | 108'129 | 108'129 | 135'568 CHF | 136'651 CHF | 99.86% | 99.86% |