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 | 0.62% | 1.67 CHF | 1.68 CHF | 435'000 | 435'000 | 158'889 | 158'889 | 263'214 CHF | 264'806 CHF | 99.70% | 99.70% |
19.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 440'000 | 440'000 | 160'645 | 160'645 | 266'917 CHF | 268'526 CHF | 99.70% | 99.70% |
18.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 435'000 | 435'000 | 159'755 | 159'755 | 267'944 CHF | 269'544 CHF | 99.10% | 99.10% |
15.11.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 435'000 | 435'000 | 157'131 | 157'131 | 261'077 CHF | 262'651 CHF | 98.90% | 98.90% |
14.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 420'000 | 420'000 | 150'104 | 150'104 | 240'884 CHF | 242'388 CHF | 99.18% | 99.18% |
13.11.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 420'000 | 420'000 | 150'835 | 150'835 | 236'802 CHF | 238'313 CHF | 99.19% | 99.19% |
12.11.2024 | 0.68% | 1.56 CHF | 1.57 CHF | 415'000 | 415'000 | 143'778 | 143'778 | 220'366 CHF | 221'806 CHF | 98.57% | 98.57% |
11.11.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 395'000 | 395'000 | 142'901 | 142'901 | 206'403 CHF | 207'834 CHF | 99.67% | 99.67% |
08.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 380'000 | 380'000 | 138'147 | 138'147 | 191'351 CHF | 192'735 CHF | 99.52% | 99.52% |
07.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 380'000 | 380'000 | 139'783 | 139'783 | 192'493 CHF | 193'896 CHF | 99.46% | 99.46% |