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 | 1.42% | 0.69 CHF | 0.70 CHF | 385'600 | 385'600 | 379'835 | 379'835 | 264'994 CHF | 268'792 CHF | 100.00% | 100.00% |
19.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 376'100 | 376'100 | 390'443 | 390'443 | 280'692 CHF | 284'596 CHF | 100.00% | 100.00% |
18.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 400'000 | 400'000 | 399'339 | 399'339 | 274'292 CHF | 278'286 CHF | 100.00% | 100.00% |
15.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 399'100 | 399'100 | 402'283 | 402'283 | 273'366 CHF | 277'389 CHF | 98.67% | 98.67% |
14.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 404'300 | 404'300 | 382'085 | 382'085 | 257'299 CHF | 261'120 CHF | 99.91% | 99.91% |
13.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 367'600 | 367'600 | 364'536 | 364'536 | 264'729 CHF | 268'375 CHF | 100.00% | 100.00% |
12.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 362'600 | 362'600 | 359'054 | 359'054 | 264'655 CHF | 268'245 CHF | 100.00% | 100.00% |
11.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 356'700 | 356'700 | 334'936 | 334'936 | 253'711 CHF | 257'060 CHF | 100.00% | 100.00% |
08.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 320'600 | 320'600 | 327'770 | 327'770 | 272'124 CHF | 275'402 CHF | 100.00% | 100.00% |
07.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 332'600 | 332'600 | 336'106 | 336'106 | 270'769 CHF | 274'130 CHF | 100.00% | 100.00% |