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 | 0.53% | 1.90 CHF | 1.91 CHF | 277'400 | 277'400 | 271'900 | 271'900 | 510'651 CHF | 513'370 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 266'100 | 266'100 | 272'742 | 272'735 | 532'833 CHF | 535'548 CHF | 98.78% | 98.78% |
18.11.2024 | 0.54% | 1.94 CHF | 1.95 CHF | 279'900 | 279'900 | 280'776 | 280'776 | 521'520 CHF | 524'327 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 281'700 | 281'700 | 290'691 | 290'691 | 520'949 CHF | 523'856 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.76 CHF | 1.77 CHF | 300'000 | 300'000 | 286'532 | 286'532 | 480'441 CHF | 483'307 CHF | 99.91% | 99.91% |
13.11.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 272'300 | 272'300 | 278'747 | 278'747 | 522'376 CHF | 525'163 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 285'500 | 285'500 | 272'948 | 272'948 | 485'369 CHF | 488'099 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 1.78 CHF | 1.79 CHF | 259'700 | 259'700 | 256'682 | 256'682 | 494'928 CHF | 497'495 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 253'500 | 253'500 | 258'671 | 258'671 | 525'745 CHF | 528'332 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.10 CHF | 2.11 CHF | 264'100 | 264'100 | 255'499 | 255'499 | 510'969 CHF | 513'524 CHF | 99.41% | 99.41% |