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 | 1.47% | 0.69 CHF | 0.70 CHF | 280'300 | 280'300 | 124'884 | 124'884 | 86'554 CHF | 87'806 CHF | 99.90% | 99.90% |
19.11.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 272'100 | 272'100 | 119'796 | 119'796 | 84'475 CHF | 85'676 CHF | 100.00% | 100.00% |
18.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 274'600 | 274'600 | 122'388 | 122'388 | 86'943 CHF | 88'169 CHF | 99.90% | 99.90% |
15.11.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 262'100 | 262'100 | 116'823 | 116'823 | 85'761 CHF | 86'934 CHF | 99.99% | 99.99% |
14.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 262'100 | 262'100 | 116'776 | 116'776 | 87'652 CHF | 88'822 CHF | 99.35% | 99.35% |
13.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 273'100 | 273'100 | 121'185 | 121'185 | 84'978 CHF | 86'192 CHF | 100.00% | 100.00% |
12.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 272'100 | 272'100 | 120'859 | 120'859 | 86'078 CHF | 87'289 CHF | 100.00% | 100.00% |
11.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 267'400 | 267'400 | 118'366 | 118'366 | 85'474 CHF | 86'660 CHF | 99.87% | 99.87% |
08.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 267'000 | 267'000 | 118'524 | 118'524 | 84'095 CHF | 85'283 CHF | 100.00% | 100.00% |
07.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 271'700 | 271'700 | 119'598 | 119'598 | 85'723 CHF | 86'921 CHF | 100.00% | 100.00% |