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 | 0.69% | 1.49 CHF | 1.50 CHF | 435'000 | 435'000 | 158'232 | 158'232 | 233'920 CHF | 235'506 CHF | 99.47% | 99.47% |
19.11.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 440'000 | 440'000 | 160'878 | 160'878 | 238'848 CHF | 240'460 CHF | 99.56% | 99.56% |
18.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 435'000 | 435'000 | 160'716 | 160'716 | 240'986 CHF | 242'596 CHF | 99.44% | 99.44% |
15.11.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 435'000 | 435'000 | 156'366 | 156'366 | 231'999 CHF | 233'566 CHF | 98.63% | 98.63% |
14.11.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 420'000 | 420'000 | 150'617 | 150'617 | 214'898 CHF | 216'406 CHF | 99.66% | 99.66% |
13.11.2024 | 0.74% | 1.43 CHF | 1.44 CHF | 420'000 | 420'000 | 151'575 | 151'575 | 211'006 CHF | 212'524 CHF | 99.74% | 99.74% |
12.11.2024 | 0.77% | 1.39 CHF | 1.40 CHF | 415'000 | 415'000 | 143'853 | 143'853 | 194'977 CHF | 196'418 CHF | 98.56% | 98.56% |
11.11.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 395'000 | 395'000 | 142'337 | 142'337 | 180'448 CHF | 181'873 CHF | 99.31% | 99.31% |
08.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 380'000 | 380'000 | 138'758 | 138'758 | 167'836 CHF | 169'226 CHF | 99.20% | 99.20% |
07.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 380'000 | 380'000 | 139'587 | 139'587 | 167'692 CHF | 169'094 CHF | 99.38% | 99.38% |