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 | 0.91% | 1.14 CHF | 1.15 CHF | 435'000 | 435'000 | 158'833 | 158'833 | 178'899 CHF | 180'491 CHF | 99.68% | 99.68% |
19.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 440'000 | 440'000 | 161'541 | 161'541 | 182'944 CHF | 184'561 CHF | 99.70% | 99.70% |
18.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 435'000 | 435'000 | 160'020 | 160'020 | 183'382 CHF | 184'985 CHF | 99.03% | 99.03% |
15.11.2024 | 0.91% | 1.15 CHF | 1.16 CHF | 435'000 | 435'000 | 156'765 | 156'765 | 177'039 CHF | 178'610 CHF | 98.76% | 98.76% |
14.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 420'000 | 420'000 | 149'559 | 149'559 | 160'324 CHF | 161'822 CHF | 99.05% | 99.05% |
13.11.2024 | 0.99% | 1.07 CHF | 1.08 CHF | 420'000 | 420'000 | 150'861 | 150'861 | 156'958 CHF | 158'469 CHF | 99.38% | 99.38% |
12.11.2024 | 1.04% | 1.03 CHF | 1.04 CHF | 415'000 | 415'000 | 143'707 | 143'707 | 144'299 CHF | 145'739 CHF | 98.65% | 98.65% |
11.11.2024 | 1.13% | 0.94 CHF | 0.95 CHF | 395'000 | 395'000 | 142'396 | 142'396 | 130'553 CHF | 131'979 CHF | 99.25% | 99.25% |
08.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 380'000 | 380'000 | 138'597 | 138'597 | 119'332 CHF | 120'721 CHF | 99.69% | 99.69% |
07.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 380'000 | 380'000 | 140'170 | 140'170 | 119'630 CHF | 121'037 CHF | 99.62% | 99.62% |