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 | 0.74% | 1.40 CHF | 1.41 CHF | 435'000 | 435'000 | 158'196 | 158'196 | 219'723 CHF | 221'309 CHF | 99.45% | 99.45% |
19.11.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 440'000 | 440'000 | 161'085 | 161'085 | 224'855 CHF | 226'469 CHF | 99.76% | 99.76% |
18.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 435'000 | 435'000 | 161'481 | 161'481 | 227'705 CHF | 229'323 CHF | 99.79% | 99.79% |
15.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 435'000 | 435'000 | 156'433 | 156'433 | 218'169 CHF | 219'736 CHF | 98.45% | 98.45% |
14.11.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 420'000 | 420'000 | 149'451 | 149'451 | 199'910 CHF | 201'407 CHF | 99.28% | 99.28% |
13.11.2024 | 0.79% | 1.34 CHF | 1.35 CHF | 420'000 | 420'000 | 150'903 | 150'903 | 196'693 CHF | 198'205 CHF | 99.67% | 99.67% |
12.11.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 415'000 | 415'000 | 144'326 | 144'326 | 182'830 CHF | 184'275 CHF | 98.82% | 98.82% |
11.11.2024 | 0.88% | 1.20 CHF | 1.21 CHF | 395'000 | 395'000 | 142'750 | 142'750 | 168'358 CHF | 169'788 CHF | 99.62% | 99.62% |
08.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 380'000 | 380'000 | 138'671 | 138'671 | 155'470 CHF | 156'859 CHF | 99.66% | 99.66% |
07.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 380'000 | 380'000 | 140'165 | 140'165 | 156'053 CHF | 157'460 CHF | 99.62% | 99.62% |