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 | 1.48% | 0.68 CHF | 0.69 CHF | 230'000 | 230'000 | 221'011 | 221'011 | 148'465 CHF | 150'675 CHF | 98.82% | 98.82% |
19.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 230'000 | 230'000 | 227'560 | 227'560 | 156'071 CHF | 158'347 CHF | 98.12% | 98.12% |
18.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 220'000 | 220'000 | 219'085 | 219'085 | 146'191 CHF | 148'382 CHF | 99.12% | 99.12% |
15.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 220'000 | 220'000 | 219'075 | 219'075 | 147'222 CHF | 149'413 CHF | 98.03% | 98.03% |
14.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 220'000 | 220'000 | 223'223 | 223'223 | 153'528 CHF | 155'760 CHF | 97.22% | 97.22% |
13.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 230'000 | 230'000 | 221'172 | 221'172 | 150'145 CHF | 152'357 CHF | 98.13% | 98.13% |
12.11.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 230'000 | 230'000 | 220'824 | 220'824 | 150'225 CHF | 152'433 CHF | 99.11% | 99.11% |
11.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 220'000 | 220'000 | 219'090 | 219'090 | 140'755 CHF | 142'946 CHF | 99.69% | 99.69% |
08.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 220'000 | 220'000 | 219'073 | 219'073 | 145'526 CHF | 147'717 CHF | 97.97% | 97.97% |
07.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 220'000 | 220'000 | 219'079 | 219'079 | 141'830 CHF | 144'021 CHF | 98.49% | 98.49% |