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 | 0.58% | 1.70 CHF | 1.71 CHF | 305'000 | 305'000 | 299'946 | 299'946 | 519'674 CHF | 522'673 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300'000 | 300'000 | 300'112 | 300'112 | 517'172 CHF | 520'173 CHF | 99.30% | 99.30% |
18.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 290'000 | 290'000 | 288'154 | 288'154 | 539'736 CHF | 542'617 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 285'000 | 285'000 | 283'480 | 283'480 | 545'558 CHF | 548'393 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 285'000 | 285'000 | 278'063 | 278'063 | 551'124 CHF | 553'905 CHF | 99.39% | 99.39% |
13.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 300'000 | 297'583 | 297'583 | 521'068 CHF | 524'044 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 300'000 | 300'000 | 291'925 | 291'925 | 530'548 CHF | 533'467 CHF | 99.28% | 99.28% |
11.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 540'492 CHF | 543'330 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 290'000 | 290'000 | 287'692 | 287'692 | 537'922 CHF | 540'799 CHF | 98.92% | 98.92% |
07.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 280'000 | 280'000 | 283'395 | 283'395 | 540'654 CHF | 543'488 CHF | 100.00% | 100.00% |