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 | 0.60% | 1.64 CHF | 1.65 CHF | 305'000 | 305'000 | 299'839 | 299'839 | 502'355 CHF | 505'354 CHF | 95.48% | 95.48% |
19.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300'000 | 300'000 | 299'953 | 299'953 | 499'715 CHF | 502'714 CHF | 90.85% | 90.85% |
18.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 290'000 | 290'000 | 288'133 | 288'133 | 523'138 CHF | 526'019 CHF | 96.68% | 96.68% |
15.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 285'000 | 285'000 | 283'417 | 283'417 | 529'083 CHF | 531'917 CHF | 94.80% | 94.80% |
14.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 285'000 | 285'000 | 277'980 | 277'980 | 534'894 CHF | 537'674 CHF | 88.02% | 88.02% |
13.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300'000 | 300'000 | 297'500 | 297'500 | 503'870 CHF | 506'845 CHF | 96.07% | 96.07% |
12.11.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 300'000 | 300'000 | 291'864 | 291'864 | 513'735 CHF | 516'654 CHF | 96.29% | 96.29% |
11.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 285'000 | 285'000 | 283'793 | 283'793 | 524'052 CHF | 526'890 CHF | 97.35% | 97.35% |
08.11.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 290'000 | 290'000 | 287'628 | 287'628 | 521'359 CHF | 524'235 CHF | 94.22% | 94.22% |
07.11.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 280'000 | 280'000 | 283'322 | 283'322 | 524'201 CHF | 527'034 CHF | 96.16% | 96.16% |