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% | 1.54 CHF | 1.55 CHF | 466'500 | 466'500 | 466'500 | 466'500 | 752'026 CHF | 756'691 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 430'600 | 430'600 | 430'600 | 430'600 | 657'598 CHF | 661'904 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 434'300 | 434'300 | 434'300 | 434'300 | 719'332 CHF | 723'675 CHF | 97.80% | 97.80% |
15.11.2024 | 0.57% | 1.66 CHF | 1.67 CHF | 381'500 | 381'500 | 381'500 | 381'500 | 666'041 CHF | 669'856 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.95 CHF | 1.96 CHF | 404'600 | 404'600 | 404'600 | 404'600 | 750'632 CHF | 754'678 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 401'800 | 401'800 | 401'800 | 401'800 | 713'554 CHF | 717'572 CHF | 99.73% | 99.73% |
12.11.2024 | 0.51% | 1.81 CHF | 1.82 CHF | 342'800 | 342'800 | 342'800 | 342'800 | 677'381 CHF | 680'809 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 369'600 | 369'600 | 369'600 | 369'600 | 815'050 CHF | 818'746 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 335'800 | 335'800 | 335'800 | 335'800 | 691'501 CHF | 694'859 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 353'400 | 353'400 | 353'400 | 353'400 | 802'805 CHF | 806'339 CHF | 99.68% | 99.68% |