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 | 0.84% | 1.23 CHF | 1.24 CHF | 280'000 | 280'000 | 114'120 | 114'120 | 139'074 CHF | 140'217 CHF | 99.89% | 99.89% |
19.11.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 280'000 | 280'000 | 110'693 | 110'693 | 130'737 CHF | 131'846 CHF | 99.95% | 99.95% |
18.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 280'000 | 280'000 | 107'070 | 107'070 | 126'775 CHF | 127'848 CHF | 99.89% | 99.89% |
15.11.2024 | 0.88% | 1.20 CHF | 1.21 CHF | 280'000 | 280'000 | 111'180 | 111'180 | 130'333 CHF | 131'448 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 270'000 | 270'000 | 109'039 | 109'039 | 122'281 CHF | 123'374 CHF | 99.76% | 99.76% |
13.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 280'000 | 280'000 | 113'501 | 113'501 | 136'896 CHF | 138'033 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 1.23 CHF | 1.24 CHF | 280'000 | 280'000 | 111'380 | 111'380 | 131'381 CHF | 132'497 CHF | 99.95% | 99.95% |
11.11.2024 | 0.96% | 1.12 CHF | 1.13 CHF | 270'000 | 270'000 | 102'891 | 102'891 | 109'284 CHF | 110'315 CHF | 99.36% | 99.36% |
08.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 260'000 | 260'000 | 103'100 | 103'100 | 105'645 CHF | 106'678 CHF | 99.53% | 99.53% |
07.11.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 260'000 | 260'000 | 108'130 | 108'130 | 116'439 CHF | 117'523 CHF | 99.86% | 99.86% |