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 | 0.90% | 1.07 CHF | 1.08 CHF | 826'700 | 826'700 | 826'700 | 826'700 | 918'951 CHF | 927'218 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 777'200 | 777'200 | 777'200 | 777'200 | 825'840 CHF | 833'612 CHF | 99.98% | 99.98% |
18.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 782'300 | 782'300 | 782'300 | 782'300 | 886'340 CHF | 894'163 CHF | 97.79% | 97.79% |
15.11.2024 | 0.84% | 1.13 CHF | 1.14 CHF | 708'300 | 708'300 | 708'300 | 708'300 | 836'562 CHF | 843'645 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 741'700 | 741'700 | 741'700 | 741'700 | 920'269 CHF | 927'686 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 737'800 | 737'800 | 737'800 | 737'800 | 882'425 CHF | 889'803 CHF | 99.73% | 99.73% |
12.11.2024 | 0.76% | 1.21 CHF | 1.22 CHF | 653'500 | 653'500 | 653'500 | 653'500 | 852'124 CHF | 858'659 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 693'200 | 693'200 | 693'200 | 693'200 | 990'783 CHF | 997'715 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 644'000 | 644'000 | 644'000 | 644'000 | 867'912 CHF | 874'352 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 670'100 | 670'100 | 670'100 | 670'100 | 980'594 CHF | 987'295 CHF | 99.68% | 99.68% |