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 | 0.78% | 1.27 CHF | 1.28 CHF | 262'100 | 262'100 | 258'917 | 258'917 | 331'987 CHF | 334'576 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 256'800 | 256'800 | 264'876 | 264'876 | 347'361 CHF | 350'010 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 270'200 | 270'200 | 269'839 | 269'839 | 341'546 CHF | 344'244 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 269'800 | 269'800 | 271'514 | 271'514 | 340'354 CHF | 343'069 CHF | 98.67% | 98.67% |
14.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 272'600 | 272'600 | 260'373 | 260'373 | 324'130 CHF | 326'734 CHF | 99.91% | 99.91% |
13.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 252'400 | 252'400 | 250'658 | 250'658 | 331'207 CHF | 333'714 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 249'600 | 249'600 | 247'556 | 247'556 | 330'627 CHF | 333'103 CHF | 100.00% | 100.00% |
11.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 246'300 | 246'300 | 233'974 | 233'974 | 319'635 CHF | 321'975 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 225'900 | 225'900 | 230'058 | 230'058 | 337'620 CHF | 339'920 CHF | 100.00% | 100.00% |
07.11.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 232'800 | 232'800 | 234'795 | 234'795 | 336'582 CHF | 338'930 CHF | 100.00% | 100.00% |