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 | 0.78% | 1.31 CHF | 1.32 CHF | 280'000 | 280'000 | 114'117 | 114'117 | 149'303 CHF | 150'446 CHF | 99.89% | 99.89% |
19.11.2024 | 0.81% | 1.30 CHF | 1.31 CHF | 280'000 | 280'000 | 110'690 | 110'690 | 140'583 CHF | 141'692 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 280'000 | 280'000 | 107'067 | 107'067 | 136'351 CHF | 137'424 CHF | 99.89% | 99.89% |
15.11.2024 | 0.82% | 1.29 CHF | 1.30 CHF | 280'000 | 280'000 | 111'183 | 111'183 | 140'317 CHF | 141'432 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 270'000 | 270'000 | 109'041 | 109'041 | 132'076 CHF | 133'168 CHF | 99.76% | 99.76% |
13.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 280'000 | 280'000 | 113'498 | 113'498 | 146'996 CHF | 148'133 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 1.32 CHF | 1.33 CHF | 280'000 | 280'000 | 111'409 | 111'409 | 141'353 CHF | 142'469 CHF | 99.95% | 99.95% |
11.11.2024 | 0.89% | 1.21 CHF | 1.22 CHF | 270'000 | 270'000 | 102'891 | 102'891 | 118'430 CHF | 119'460 CHF | 99.36% | 99.36% |
08.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 260'000 | 260'000 | 103'097 | 103'097 | 114'709 CHF | 115'742 CHF | 99.53% | 99.53% |
07.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 260'000 | 260'000 | 108'122 | 108'122 | 125'912 CHF | 126'995 CHF | 99.86% | 99.86% |