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 | 0.99% | 0.98 CHF | 0.99 CHF | 238'900 | 238'900 | 240'710 | 240'710 | 242'298 CHF | 244'705 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 242'000 | 242'000 | 236'283 | 236'283 | 235'156 CHF | 237'519 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 232'500 | 232'500 | 228'458 | 228'458 | 236'529 CHF | 238'814 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 225'800 | 225'800 | 229'046 | 229'046 | 243'110 CHF | 245'400 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 231'200 | 231'200 | 230'477 | 230'477 | 240'274 CHF | 242'578 CHF | 99.79% | 99.79% |
13.11.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 230'100 | 230'100 | 233'421 | 233'421 | 244'598 CHF | 246'933 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 235'700 | 235'700 | 233'048 | 233'048 | 241'782 CHF | 244'113 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 231'300 | 231'300 | 228'103 | 228'103 | 240'718 CHF | 242'999 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 226'100 | 226'100 | 220'493 | 220'493 | 237'648 CHF | 239'853 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 216'800 | 216'800 | 225'092 | 225'092 | 253'970 CHF | 256'221 CHF | 100.00% | 100.00% |