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 | 1.50% | 0.64 CHF | 0.65 CHF | 476'100 | 476'100 | 210'957 | 210'957 | 140'102 CHF | 142'219 CHF | 99.90% | 99.90% |
19.11.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 502'900 | 502'900 | 225'577 | 225'577 | 144'691 CHF | 146'951 CHF | 100.00% | 100.00% |
18.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 487'100 | 487'100 | 216'937 | 216'937 | 148'309 CHF | 150'483 CHF | 99.90% | 99.90% |
15.11.2024 | 1.29% | 0.70 CHF | 0.71 CHF | 401'500 | 401'500 | 173'217 | 173'217 | 133'509 CHF | 135'255 CHF | 99.69% | 99.69% |
14.11.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 367'600 | 367'600 | 159'558 | 159'558 | 143'850 CHF | 145'449 CHF | 100.00% | 100.00% |
13.11.2024 | 1.25% | 0.87 CHF | 0.88 CHF | 403'000 | 403'000 | 181'178 | 181'178 | 148'800 CHF | 150'615 CHF | 100.00% | 100.00% |
12.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 429'200 | 429'200 | 191'467 | 191'467 | 146'086 CHF | 148'004 CHF | 100.00% | 100.00% |
11.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 417'300 | 417'300 | 185'092 | 185'092 | 145'522 CHF | 147'376 CHF | 100.00% | 100.00% |
08.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 402'000 | 402'000 | 179'404 | 179'404 | 143'863 CHF | 145'660 CHF | 100.00% | 100.00% |
07.11.2024 | 1.32% | 0.83 CHF | 0.84 CHF | 424'400 | 424'400 | 189'507 | 189'507 | 150'339 CHF | 152'240 CHF | 99.33% | 99.33% |