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 | 0.51% | 2.07 CHF | 2.08 CHF | 307'100 | 307'100 | 322'824 | 322'824 | 632'434 CHF | 635'663 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 324'900 | 324'900 | 340'566 | 340'566 | 663'730 CHF | 667'136 CHF | 98.78% | 98.78% |
18.11.2024 | 0.57% | 1.84 CHF | 1.85 CHF | 342'700 | 342'700 | 378'103 | 378'103 | 661'870 CHF | 665'651 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 382'800 | 382'800 | 387'720 | 387'720 | 618'044 CHF | 621'922 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.62 CHF | 1.63 CHF | 388'300 | 388'300 | 350'032 | 350'032 | 526'947 CHF | 530'447 CHF | 99.91% | 99.91% |
13.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 345'000 | 345'000 | 336'038 | 336'038 | 625'665 CHF | 629'025 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 334'900 | 334'900 | 316'207 | 316'207 | 575'479 CHF | 578'641 CHF | 100.00% | 100.00% |
11.11.2024 | 0.44% | 1.92 CHF | 1.93 CHF | 313'700 | 313'700 | 249'402 | 249'390 | 560'780 CHF | 563'250 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 241'000 | 241'000 | 240'116 | 240'114 | 632'497 CHF | 634'893 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.71 CHF | 2.72 CHF | 240'000 | 240'000 | 262'281 | 262'281 | 657'290 CHF | 659'913 CHF | 99.90% | 99.90% |